Skip to main content
V-Lab
V-Lab

Supra Boga Lestari Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Tuesday, September 22nd, 2026

1 Day

1,293.08

decreased by 425.25

1 Week

1,468.25

decreased by 250.08

1 Month

792.29

decreased by 926.04

Analysis last updated: Tuesday, September 22, 2026 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Supra Boga Lestari ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jun 7, 2012 to Sep 18, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 3269 trading days (~13.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

High persistence: persistence 1.000, shock half-life ~3269 days
ParamValuet-stat
ωconst0.8109
5.14***
αARCH0.2942
3.74***
βGARCH0.7056
8.97***
γi Spline Coefficients
K=9
γ12.4690
1.69*
γ2-4.0049
-2.04**
γ30.7216
0.99
γ42.5365
4.20***
γ5-5.8888
-7.54***
γ68.7436
13.17***
γ7-5.2109
-8.07***
γ8-1.5251
-2.47**
γ93.9275
2.80***

1.000

Persistence

3269d

Half-life
μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8109
5.14***
α

ARCH

Response to squared shocks

0.2942
3.74***
β

GARCH

Volatility persistence

0.7056
8.97***
γi Spline Coefficients
K=9
γ12.4690
1.69*
γ2-4.0049
-2.04**
γ30.7216
0.99
γ42.5365
4.20***
γ5-5.8888
-7.54***
γ68.7436
13.17***
γ7-5.2109
-8.07***
γ8-1.5251
-2.47**
γ93.9275
2.80***

Persistence:

1.000

Half-life:

3269 days