V-Lab: Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

V-Lab

Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:123.98 (10.33)

Analysis last updated: Friday, May 9, 2025 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3022	1.70
$α$	0.3774	8.25
$β$	0.6225	13.61
$γ_{1}$	-3.6328	-18.65
$γ_{2}$	5.3146	16.52
$γ_{3}$	-2.6183	-6.39

Estimation Period:
Dec 18, 2017 to May 2, 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