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 Monday, July 6th, 2026
1 Day
36.82
decreased by 5.37
1 Week
45.48
increased by 3.29
1 Month
49.29
increased by 7.10
Analysis last updated: Sunday, July 5, 2026 at 02:09 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6931 | 0.00 | |
| 0.1345 | 0.00 | |
| 0.8655 | 0.01 | |
| -0.0231 | 0.00 | |
| 0.7436 | 0.00 | |
| -1.8556 | 0.00 | |
| 2.1035 | 0.03 | |
| -2.4482 | -0.35 | |
| 3.1317 | 0.02 | |
| -2.9781 | 0.00 | |
| 2.2165 | 0.00 | |
| -0.9720 | -0.02 | |
| 0.1836 | 0.00 |
Estimation Period:
Jun 24, 1994 to Jul 3, 2026
Jun 24, 1994 to Jul 3, 2026
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