V-Lab: Supra Boga Lestari Spline ILLIQ Liquidity Analysis

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Supra Boga Lestari Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, November 26th, 2025:101.13 (0.51)

Analysis last updated: Thursday, November 27, 2025 at 01:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7940	5.35
$α$	0.3147	4.18
$β$	0.6851	9.10
$γ_{1}$	2.4860	1.68
$γ_{2}$	-3.0765	-1.64
$γ_{3}$	-1.0108	-0.71
$γ_{4}$	1.7784	0.93
$γ_{5}$	1.3779	0.78
$γ_{6}$	-7.3267	-4.89
$γ_{7}$	12.8361	9.13
$γ_{8}$	-8.5587	-7.38
$γ_{9}$	0.2816	0.20
$γ_{10}$	-0.6993	-0.37

Estimation Period:
Jun 7, 2012 to Nov 21, 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