Matahari Putra Prima 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 Monday, July 6th, 2026
1 Day
31.74
decreased by 3.40
1 Week
37.73
increased by 2.59
1 Month
39.49
increased by 4.35
Analysis last updated: Sunday, July 5, 2026 at 02:08 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 4.55 | |
| 0.0398 | 2.17 | |
| 0.9024 | 141.26 | |
| 0.1155 | 3.32 |
Estimation Period:
Jun 24, 1994 to Jul 3, 2026
Jun 24, 1994 to Jul 3, 2026
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