V-Lab: Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

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Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, December 4th, 2025:81.62 (-3.28)

Analysis last updated: Friday, December 5, 2025 at 01:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2587	0.88
$α$	0.3746	1.47
$β$	0.6254	2.45
$γ_{1}$	-5.3823	-7.97
$γ_{2}$	4.5556	4.47
$γ_{3}$	3.0090	4.30
$γ_{4}$	-3.0101	-4.35
$γ_{5}$	1.1693	1.48

Estimation Period:
Dec 18, 2017 to Nov 28, 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