Bank Maspion Indonesia (Pt) 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 Tuesday, May 12th, 2026
1 Day
4,243.47
increased by 2,163.67
1 Week
2,375.46
increased by 295.66
1 Month
2,153.86
increased by 74.06
Analysis last updated: Tuesday, May 12, 2026 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7138 | 0.87 | |
| 0.0259 | 4.75 | |
| 0.9594 | 464.13 | |
| 0.0294 | 4.41 |
Estimation Period:
Jul 11, 2013 to May 8, 2026
Jul 11, 2013 to May 8, 2026
Other Bank Maspion Indonesia (Pt) Analyses
Other Asymmetric ILLIQ Analyses on International Equities