V-Lab: Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

V-Lab

Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:199.77 (60.19)

Analysis last updated: Sunday, May 18, 2025 at 05:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2989	1.69
$α$	0.3750	8.45
$β$	0.6248	14.09
$γ_{1}$	-3.5865	-18.44
$γ_{2}$	5.2669	16.48
$γ_{3}$	-2.6475	-6.55

Estimation Period:
Dec 18, 2017 to May 16, 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