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, June 11th, 2026
1 Day
858.15
increased by 331.08
1 Week
532.29
increased by 5.22
1 Month
424.85
decreased by 102.22
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 | |
|---|---|---|
| 0.9035 | 0.09 | |
| 0.2666 | 0.02 | |
| 0.7334 | 0.06 | |
| -0.2639 | -0.02 |
Estimation Period:
Oct 21, 2019 to Jun 5, 2026
Oct 21, 2019 to Jun 5, 2026
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