V-Lab: Supra Boga Lestari Spline ILLIQ Liquidity Analysis

V-Lab

Supra Boga Lestari Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:7,217.06 (4,258.88)

Analysis last updated: Friday, May 30, 2025 at 01:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7934	5.03
$α$	0.3104	3.76
$β$	0.6893	8.35
$γ_{1}$	2.4463	1.77
$γ_{2}$	-4.0573	-2.15
$γ_{3}$	0.9938	1.35
$γ_{4}$	2.0477	3.82
$γ_{5}$	-5.5097	-6.85
$γ_{6}$	9.3620	10.75
$γ_{7}$	-7.1480	-10.49
$γ_{8}$	0.9955	1.35

Estimation Period:
Jun 7, 2012 to May 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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