V-Lab: Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

V-Lab

Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:4,294.17 (2,644.11)

Analysis last updated: Friday, May 30, 2025 at 01:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3079	0.14
$α$	0.4167	0.20
$β$	0.5833	0.29
$γ_{1}$	-6.9331	-3.63
$γ_{2}$	4.8043	1.40
$γ_{3}$	2.9750	1.38
$γ_{4}$	1.4718	1.06
$γ_{5}$	-4.4186	-2.18
$γ_{6}$	4.9072	1.79

Estimation Period:
Dec 18, 2017 to May 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