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 Tuesday, June 2nd, 2026
1 Day
339.78
decreased by 65.20
1 Week
372.38
decreased by 32.60
1 Month
248.49
decreased by 156.49
Analysis last updated: Sunday, May 31, 2026 at 03:40 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1770 | 2.19 | |
| 0.1010 | 10.55 | |
| 0.8386 | 184.38 | |
| 0.1208 | 8.09 |
Estimation Period:
Jun 17, 2019 to May 29, 2026
Jun 17, 2019 to May 29, 2026
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