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Medco Energi Intl Tbk Pt Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

0.39

increased by 0.01

1 Week

0.45

increased by 0.07

1 Month

0.41

increased by 0.03

Analysis last updated: Wednesday, July 15, 2026 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Medco Energi Intl Tbk Pt ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 20, 1995 to Jul 10, 2026

Model Insight

With persistence 0.999, illiquidity shocks have a half-life of 565 trading days (~2.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3151
3.82***
α

ARCH

Response to squared shocks

0.2293
8.64***
β

GARCH

Volatility persistence

0.7694
29.30***
γi Spline Coefficients
K=9
γ1-1.0277
-4.15***
γ21.8084
4.48***
γ3-2.7038
-6.24***
γ44.5448
7.19***
γ5-3.6438
-6.70***
γ60.7921
2.88***
γ70.3858
2.74***
γ8-0.2293
-2.27**
γ90.1772
1.23

Persistence:

0.999

Half-life:

565 days