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Gowa Makassar Tourism Development Tbk PT 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 Monday, July 13th, 2026

1 Day

4,670.77

decreased by 560.10

1 Week

5,291.28

increased by 60.41

1 Month

3,935.94

decreased by 1,294.93

Analysis last updated: Tuesday, July 14, 2026 at 04:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gowa Makassar Tourism Development Tbk PT ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 3, 2001 to Jul 10, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): illiquidity shocks do not decay and the long-run level is undefined, so long-horizon forecasts should be treated with caution.

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.97
α

ARCH

Response to squared shocks

0.1027
11.77***
β

GARCH

Volatility persistence

0.8848
246.75***
γ

leverage

Additional response to negative shocks

0.0249
1.54

Persistence:

1.000

Half-life:

-