V-Lab: Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

V-Lab

Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, July 4th, 2025:1,140.94 (-324.45)

Analysis last updated: Saturday, July 5, 2025 at 01:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2749	0.01
$α$	0.4242	0.01
$β$	0.5758	0.01
$γ_{1}$	-9.5371	-0.05
$γ_{2}$	7.4450	0.03
$γ_{3}$	1.3394	0.02
$γ_{4}$	3.4703	0.09
$γ_{5}$	-2.2636	-0.05
$γ_{6}$	-2.5009	-0.39
$γ_{7}$	6.8368	0.42

Estimation Period:
Dec 18, 2017 to Jun 26, 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