Pt Digital Mediatama Maxima 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 Thursday, June 11th, 2026
1 Day
683.17
increased by 105.40
1 Week
601.88
increased by 24.11
1 Month
518.60
decreased by 59.17
Analysis last updated: Thursday, June 11, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 12.09 | |
| 0.1313 | 18.08 | |
| 0.7807 | 157.31 | |
| 0.1760 | 8.12 |
Estimation Period:
Oct 21, 2019 to Jun 5, 2026
Oct 21, 2019 to Jun 5, 2026
Other Pt Digital Mediatama Maxima Analyses
Other Asymmetric ILLIQ Analyses on International Equities