Matahari Putra Prima Tbk Spline 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
48.31
increased by 8.68
1 Week
40.55
increased by 0.92
1 Month
44.07
increased by 4.44
Analysis last updated: Tuesday, June 16, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7881 | 0.00 | |
| 0.1357 | 0.00 | |
| 0.8643 | 0.00 | |
| -0.0207 | 0.00 | |
| 0.7262 | 0.00 | |
| -1.8267 | 0.00 | |
| 2.0816 | 0.02 | |
| -2.4109 | -0.43 | |
| 3.0633 | 0.01 | |
| -3.0240 | 0.00 | |
| 2.3550 | 0.00 | |
| -0.8051 | 0.00 | |
| -0.3244 | 0.00 |
Estimation Period:
Jun 24, 1994 to Jun 15, 2026
Jun 24, 1994 to Jun 15, 2026
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