V-Lab: Perdana Bangun Pusaka Tbk Spline ILLIQ Liquidity Analysis

V-Lab

Perdana Bangun Pusaka Tbk Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:8,900.32 (6,207.89)

Analysis last updated: Friday, May 30, 2025 at 01:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1302	1.40
$α$	0.2994	5.27
$β$	0.6769	14.25
$γ_{1}$	-2.5950	-1.37
$γ_{2}$	4.3575	1.66
$γ_{3}$	-3.6054	-2.41
$γ_{4}$	3.1396	1.82
$γ_{5}$	-3.0405	-1.68
$γ_{6}$	2.4054	1.24
$γ_{7}$	-2.1436	-1.13
$γ_{8}$	3.6370	2.07
$γ_{9}$	-1.9553	-1.10
$γ_{10}$	-3.8148	-1.43

Estimation Period:
Nov 30, 1995 to May 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Perdana Bangun Pusaka Tbk Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM