Asuransi Jiwa Syar Spline 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
103.27
decreased by 43.58
1 Week
145.42
decreased by 1.43
1 Month
162.19
increased by 15.34
Analysis last updated: Sunday, May 24, 2026 at 02:02 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2349 | 1.31 | |
| 0.3561 | 3.24 | |
| 0.6438 | 5.86 | |
| -4.5411 | -15.13 | |
| 5.7993 | 11.06 | |
| -1.0178 | -1.92 | |
| -0.8401 | -1.36 |
Estimation Period:
Dec 18, 2017 to May 22, 2026
Dec 18, 2017 to May 22, 2026
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