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 Wednesday, June 17th, 2026
1 Day
43.11
decreased by 0.13
1 Week
41.93
decreased by 1.31
1 Month
40.60
decreased by 2.64
Analysis last updated: Tuesday, June 16, 2026 at 09:32 PM 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 | 2.16 | |
| 0.9024 | 141.07 | |
| 0.1155 | 3.32 |
Estimation Period:
Jun 24, 1994 to Jun 15, 2026
Jun 24, 1994 to Jun 15, 2026
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