Pt Digital Mediatama Maxima 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 Thursday, July 2nd, 2026
1 Day
1,191.69
increased by 10.86
1 Week
840.73
decreased by 340.10
1 Month
753.77
decreased by 427.06
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 | |
|---|---|---|
| 0.8761 | 0.03 | |
| 0.2642 | 0.01 | |
| 0.7358 | 0.02 | |
| -0.2682 | -0.01 |
Estimation Period:
Oct 21, 2019 to Jun 26, 2026
Oct 21, 2019 to Jun 26, 2026
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