Supra Boga Lestari 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, May 29th, 2026
1 Day
665.28
increased by 9.94
1 Week
663.77
increased by 8.43
1 Month
566.60
decreased by 88.74
Analysis last updated: Wednesday, May 27, 2026 at 11:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3108 | 3.39 | |
| 0.0396 | 7.89 | |
| 0.9536 | 567.93 | |
| 0.0136 | 1.17 |
Estimation Period:
Jun 7, 2012 to May 26, 2026
Jun 7, 2012 to May 26, 2026
Other Supra Boga Lestari Analyses
Other Asymmetric ILLIQ Analyses on International Equities