V-Lab: Bank Maspion Indonesia (Pt) Spline ILLIQ Liquidity Analysis

V-Lab

Bank Maspion Indonesia (Pt) Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:15,572.82 (-771.71)

Analysis last updated: Saturday, June 28, 2025 at 01:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8704	2.61
$α$	0.1453	4.45
$β$	0.8151	19.58
$γ_{1}$	-3.7809	-2.28
$γ_{2}$	4.9245	1.72
$γ_{3}$	-2.5428	-1.17
$γ_{4}$	3.8604	2.37
$γ_{5}$	-8.1598	-5.25
$γ_{6}$	10.7896	7.01
$γ_{7}$	-4.0325	-2.30
$γ_{8}$	-3.3133	-1.41
$γ_{9}$	4.2700	1.38

Estimation Period:
Jul 11, 2013 to Jun 26, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Bank Maspion Indonesia (Pt) Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM