Pt Nfc Indonesia 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 Thursday, July 2nd, 2026
1 Day
11,161.30
increased by 9,093.34
1 Week
4,586.33
increased by 2,518.37
1 Month
2,933.16
increased by 865.20
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 | |
|---|---|---|
| 1.1091 | 0.01 | |
| 0.2842 | 0.00 | |
| 0.7158 | 0.00 | |
| 1.6588 | 0.00 | |
| 1.6912 | 0.00 | |
| -18.2989 | -0.01 | |
| 30.6560 | 0.11 | |
| -21.2573 | -0.02 | |
| 6.5052 | 0.01 | |
| -4.0906 | -0.01 | |
| 9.7334 | 0.04 |
Estimation Period:
Jul 12, 2018 to Jun 26, 2026
Jul 12, 2018 to Jun 26, 2026
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