Kabelindo Murni ILLIQ-MFMEM 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
11,583.82
increased by 5,947.82
1 Week
5,544.85
decreased by 91.15
1 Month
3,645.84
decreased by 1,990.16
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 | |
|---|---|---|
| 31 | ||
| 0.1470 | 0.01 | |
| 0.9194 | 303.52 | |
| -0.1328 | 0.00 | |
| 0.0679 | 0.01 | |
| 0.0000 | 0.01 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 24, 1994 to Jul 3, 2026
Jun 24, 1994 to Jul 3, 2026
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