Pt Airasia Indonesia Tbk Spline 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
8,761.32
increased by 3,461.55
1 Week
6,508.31
increased by 1,208.54
1 Month
3,916.41
decreased by 1,383.36
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 | |
|---|---|---|
| 1.0803 | 0.15 | |
| 0.1913 | 0.00 | |
| 0.8087 | 0.02 | |
| -0.3102 | 0.00 | |
| 0.8429 | 0.00 | |
| -2.4778 | -0.03 |
Estimation Period:
Jan 2, 2018 to Mar 27, 2026
Jan 2, 2018 to Mar 27, 2026
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