Batulicin Nusantara Martim Spline 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
17,657.91
increased by 15,351.41
1 Week
7,725.05
increased by 5,418.55
1 Month
2,676.00
increased by 369.50
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 | |
|---|---|---|
| 0.7674 | 0.02 | |
| 0.3225 | 0.00 | |
| 0.6775 | 0.01 | |
| -43.8250 | -0.03 | |
| 51.7759 | 0.03 | |
| -15.8609 | -0.01 | |
| 22.0608 | 0.01 | |
| -19.6843 | -0.01 | |
| -0.6286 | 0.00 | |
| 15.6094 | 0.01 | |
| -14.4201 | -0.03 | |
| 7.5011 | 0.01 | |
| -2.8902 | 0.00 |
Estimation Period:
Mar 9, 2020 to May 29, 2026
Mar 9, 2020 to May 29, 2026
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