V-Lab: Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

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Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 27th, 2025:194.13 (-14.44)

Analysis last updated: Sunday, October 26, 2025 at 03:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2805	0.86
$α$	0.3863	1.38
$β$	0.6136	2.19
$γ_{1}$	-5.4280	-7.89
$γ_{2}$	4.4609	4.33
$γ_{3}$	3.2824	4.73
$γ_{4}$	-3.2747	-4.91
$γ_{5}$	1.8820	2.43

Estimation Period:
Dec 18, 2017 to Oct 24, 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