Asuransi Jiwa Syar 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, May 25th, 2026
1 Day
127.90
decreased by 22.16
1 Week
151.53
increased by 1.47
1 Month
171.91
increased by 21.85
Analysis last updated: Sunday, May 24, 2026 at 02:01 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.33 | |
| 0.1702 | 6.36 | |
| 0.8112 | 74.42 | |
| 0.0372 | 1.15 |
Estimation Period:
Dec 18, 2017 to May 22, 2026
Dec 18, 2017 to May 22, 2026
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