V-Lab: Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

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Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, October 17th, 2025:434.38 (-53.27)

Analysis last updated: Saturday, October 18, 2025 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2847	0.85
$α$	0.3889	1.35
$β$	0.6111	2.13
$γ_{1}$	-5.4384	-7.83
$γ_{2}$	4.4065	4.26
$γ_{3}$	3.4100	4.92
$γ_{4}$	-3.4060	-5.13
$γ_{5}$	2.2114	2.77

Estimation Period:
Dec 18, 2017 to Oct 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Asuransi Jiwa Syar Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM