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 Tuesday, June 23rd, 2026
1 Day
3,621.74
increased by 1,667.72
1 Week
2,234.80
increased by 280.78
1 Month
1,211.43
decreased by 742.59
Analysis last updated: Tuesday, June 23, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3094 | 3.35 | |
| 0.0395 | 7.81 | |
| 0.9533 | 556.85 | |
| 0.0143 | 1.23 |
Estimation Period:
Jun 7, 2012 to Jun 19, 2026
Jun 7, 2012 to Jun 19, 2026
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