Batulicin Nusantara Martim Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, June 4th, 2026
1 Day
19,654.58
increased by 16,587.07
1 Week
8,880.17
increased by 5,812.66
1 Month
2,936.54
decreased by 130.97
Analysis last updated: Thursday, June 4, 2026 at 08:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.62 | |
| 0.0969 | 3.39 | |
| 0.7775 | 48.04 | |
| 0.2512 | 1.69 |
Estimation Period:
Mar 9, 2020 to May 29, 2026
Mar 9, 2020 to May 29, 2026
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