V-Lab: Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

V-Lab

Asuransi Jiwa Syar Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, September 17th, 2025:499.76 (87.96)

Analysis last updated: Thursday, September 18, 2025 at 12:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2818	0.33
$α$	0.3926	0.50
$β$	0.6074	0.77
$γ_{1}$	-6.2059	-5.08
$γ_{2}$	3.9301	2.13
$γ_{3}$	3.9288	2.87
$γ_{4}$	-0.4325	-0.39
$γ_{5}$	-2.4448	-2.77
$γ_{6}$	3.1427	3.19

Estimation Period:
Dec 18, 2017 to Sep 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