Nusantara Pelabuhan Handal 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 Wednesday, June 3rd, 2026
1 Day
3,467.90
increased by 1,521.88
1 Week
2,706.96
increased by 760.94
1 Month
1,572.55
decreased by 373.47
Analysis last updated: Wednesday, June 3, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.07 | |
| 0.0442 | 5.53 | |
| 0.9634 | 349.70 | |
| -0.0153 | -1.31 |
Estimation Period:
Mar 16, 2017 to May 29, 2026
Mar 16, 2017 to May 29, 2026
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