Indonesia Prima Prop (Pt) 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 Friday, June 12th, 2026
1 Day
24,129.78
decreased by 594.61
1 Week
25,980.58
increased by 1,256.19
1 Month
35,019.05
increased by 10,294.66
Analysis last updated: Friday, June 12, 2026 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.18 | |
| 0.0391 | 7.52 | |
| 0.9445 | 279.69 | |
| 0.0328 | 4.35 |
Estimation Period:
Aug 19, 1994 to Jun 5, 2026
Aug 19, 1994 to Jun 5, 2026
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