Pt Bali Bintang Sejahtera Tb 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 Wednesday, June 24th, 2026
1 Day
230.22
decreased by 24.24
1 Week
304.70
increased by 50.24
1 Month
405.43
increased by 150.97
Analysis last updated: Wednesday, June 24, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1741 | 2.15 | |
| 0.0992 | 10.35 | |
| 0.8393 | 185.85 | |
| 0.1229 | 8.27 |
Estimation Period:
Jun 17, 2019 to Jun 19, 2026
Jun 17, 2019 to Jun 19, 2026
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