V-Lab: Supra Boga Lestari Asymmetric ILLIQ Liquidity Analysis

V-Lab

Supra Boga Lestari Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 2nd, 2025:3,413.08 (-129.23)

Analysis last updated: Tuesday, September 2, 2025 at 11:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3257	3.38
$α$	0.0395	8.26
$β$	0.9554	605.81
$γ$	0.0103	0.91

Estimation Period:
Jun 7, 2012 to Aug 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Supra Boga Lestari Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM