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, July 2nd, 2026
1 Day
1,471.50
increased by 66.49
1 Week
964.07
decreased by 440.94
1 Month
728.28
decreased by 676.73
Analysis last updated: Thursday, July 2, 2026 at 08:07 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 12.17 | |
| 0.1319 | 18.80 | |
| 0.7804 | 157.62 | |
| 0.1756 | 8.21 |
Estimation Period:
Oct 21, 2019 to Jun 26, 2026
Oct 21, 2019 to Jun 26, 2026
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