PT Ikapharmindo Putramas TBK 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, June 8th, 2026
1 Day
11,149.04
increased by 8,581.82
1 Week
4,965.40
increased by 2,398.18
1 Month
2,142.63
decreased by 424.59
Analysis last updated: Sunday, June 7, 2026 at 02:46 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0907 | 5.16 | |
| 0.0706 | 3.04 | |
| 0.7893 | 64.36 | |
| 0.2802 | 5.86 |
Estimation Period:
Nov 8, 2023 to Jun 5, 2026
Nov 8, 2023 to Jun 5, 2026
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