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Gowa Makassar Tourism Development Tbk PT ILLIQ-MFMEM Liquidity Analysis

Liquidity prediction for Monday, July 13th, 2026

1 Day

4,491.66

decreased by 1,133.58

1 Week

5,958.34

increased by 333.10

1 Month

5,412.74

decreased by 212.50

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-MFMEM

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

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.

μ

ILLIQ-MFMEM Model

Tap to view equation

ParameterValuet-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