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Visi Telekomunikasi Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Friday, July 24th, 2026

1 Day

689.21

decreased by 28.01

1 Week

726.17

increased by 8.95

1 Month

2,174.46

increased by 1,457.24

Analysis last updated: Friday, July 24, 2026 at 08:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Visi Telekomunikasi ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jul 7, 2010 to Jul 17, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 2341 trading days (~9.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0476
4.37***
α

ARCH

Response to squared shocks

0.1670
8.86***
β

GARCH

Volatility persistence

0.8328
44.17***
γi Spline Coefficients
K=7
γ12.4123
3.76***
γ2-4.6779
-4.40***
γ34.2852
4.70***
γ4-5.0203
-5.54***
γ56.0020
6.54***
γ6-4.7641
-5.60***
γ72.3798
1.77*

Persistence:

1.000

Half-life:

2341 days