Kino Indonesia (Pt) 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 Monday, March 30th, 2026
1 Day
4,396.32
increased by 3,319.93
1 Week
2,208.76
increased by 1,132.37
1 Month
1,309.34
increased by 232.95
Analysis last updated: Sunday, March 29, 2026 at 05:34 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1654 | 6.86 | |
| 0.0818 | 8.64 | |
| 0.8800 | 236.24 | |
| 0.0765 | 3.87 |
Estimation Period:
Dec 11, 2015 to Mar 27, 2026
Dec 11, 2015 to Mar 27, 2026
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