Maskapai Reasuransi 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 Tuesday, June 30th, 2026
1 Day
3,769.78
increased by 3,159.90
1 Week
1,168.29
increased by 558.41
1 Month
627.97
increased by 18.09
Analysis last updated: Tuesday, June 30, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.84 | |
| 0.0661 | 14.58 | |
| 0.9428 | 473.54 | |
| -0.0178 | -3.04 |
Estimation Period:
Dec 27, 1995 to Jun 26, 2026
Dec 27, 1995 to Jun 26, 2026
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