Perdana Bangun Pusaka Tbk 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, May 12th, 2026
1 Day
1,272.12
increased by 9.21
1 Week
1,334.65
increased by 71.74
1 Month
1,778.99
increased by 516.08
Analysis last updated: Tuesday, May 12, 2026 at 08:40 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.54 | |
| 0.0485 | 8.88 | |
| 0.9258 | 396.31 | |
| 0.0514 | 6.15 |
Estimation Period:
Nov 30, 1995 to May 8, 2026
Nov 30, 1995 to May 8, 2026
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