Pt Airasia Indonesia Tbk 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, March 31st, 2026
1 Day
6,226.65
increased by 1,333.15
1 Week
5,438.23
increased by 544.73
1 Month
3,320.71
decreased by 1,572.79
Analysis last updated: Tuesday, March 31, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0899 | 1.02 | |
| 0.0813 | 10.61 | |
| 0.8868 | 254.32 | |
| 0.0638 | 5.18 |
Estimation Period:
Jan 2, 2018 to Mar 27, 2026
Jan 2, 2018 to Mar 27, 2026
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