Pt Nfc Indonesia 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 Thursday, July 2nd, 2026
1 Day
11,647.53
increased by 10,359.37
1 Week
4,173.87
increased by 2,885.71
1 Month
2,338.44
increased by 1,050.28
Analysis last updated: Thursday, July 2, 2026 at 08:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2250 | 5.74 | |
| 0.1224 | 4.33 | |
| 0.7777 | 44.68 | |
| 0.1998 | 3.24 |
Estimation Period:
Jul 12, 2018 to Jun 26, 2026
Jul 12, 2018 to Jun 26, 2026
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