Maskapai Reasuransi 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 Tuesday, June 30th, 2026
1 Day
9,353.12
increased by 8,688.67
1 Week
2,256.10
increased by 1,591.65
1 Month
837.87
increased by 173.42
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 | |
|---|---|---|
| 1.1322 | 0.15 | |
| 0.1328 | 0.00 | |
| 0.8672 | 0.02 | |
| -1.7409 | 0.00 | |
| 2.0360 | 0.00 | |
| -0.9977 | 0.00 | |
| 1.4649 | 0.01 | |
| -1.1862 | -0.01 | |
| 0.3914 | 0.00 | |
| 0.0716 | 0.00 |
Estimation Period:
Dec 27, 1995 to Jun 26, 2026
Dec 27, 1995 to Jun 26, 2026
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