Gowa Makassar Tourism Development Tbk PT ILLIQ-MFMEM Liquidity Analysis
Liquidity prediction for Monday, July 13th, 2026
1 Day
4,491.66
1 Week
5,958.34
1 Month
5,412.74
Analysis last updated: Tuesday, July 14, 2026 at 04:07 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jul 3, 2001 to Jul 10, 2026Model Insight
Illiquidity shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. This multi-frequency model splits illiquidity into a fast short-run component and a slow-moving long-run level that drifts over the sample rather than a constant baseline.
ILLIQ-MFMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 96 | |
α ARCH Response to squared shocks | 0.2336 | 5.25*** |
β GARCH Volatility persistence | 0.7779 | 119.99*** |
γ leverage Additional response to negative shocks | -0.2336 | -2.59*** |
λ₁ tau intercept Baseline long-term coefficient | 1.5467 | 7.39*** |
λ₂ forecast adj. Forecast performance sensitivity | 0.0000 | 0.01 |
λ₃ tau persistence Long-term factor persistence | 0.9947 | 622.47*** |
Persistence:
0.895
Half-life:
6 days
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