V-Lab: Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

Skip to main content

V-Lab

Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, December 18th, 2025:39.36 (-23.10)

Analysis last updated: Friday, December 19, 2025 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2247	0.00
$α$	0.4122	0.00
$β$	0.5878	0.01
$γ_{1}$	-10.5828	-0.01
$γ_{2}$	8.4107	0.01
$γ_{3}$	1.0114	0.00
$γ_{4}$	3.2167	0.26
$γ_{5}$	0.0354	0.00
$γ_{6}$	-5.1021	-0.03
$γ_{7}$	6.5332	0.03
$γ_{8}$	-10.0728	-0.02

Estimation Period:
Dec 18, 2017 to Dec 12, 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