V-Lab: Pt Grand House Mulia Tbk Spline ILLIQ Liquidity Analysis

V-Lab

Pt Grand House Mulia Tbk Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:14353.37 (-2118.70)

Analysis last updated: Friday, April 18, 2025 at 01:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8018	2.16
$α$	0.5309	3.99
$β$	0.4689	3.57
$γ_{1}$	7.1449	0.16
$γ_{2}$	-41.4179	-0.71
$γ_{3}$	95.5784	1.86
$γ_{4}$	-105.3614	-1.84
$γ_{5}$	60.5429	1.66
$γ_{6}$	-32.7474	-1.63
$γ_{7}$	43.5280	3.29
$γ_{8}$	-60.8626	-6.09
$γ_{9}$	77.9872	5.11

Estimation Period:
Sep 10, 2020 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Pt Grand House Mulia Tbk Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM