Kabelindo Murni Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, July 7th, 2026
1 Day
3,513.35
increased by 927.15
1 Week
2,485.02
decreased by 101.18
1 Month
1,951.47
decreased by 634.73
Analysis last updated: Tuesday, July 7, 2026 at 08:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.80 | |
| 0.0243 | 8.63 | |
| 0.9469 | 593.64 | |
| 0.0576 | 9.40 |
Estimation Period:
Jun 24, 1994 to Jul 3, 2026
Jun 24, 1994 to Jul 3, 2026
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