V-Lab: Supra Boga Lestari Spline ILLIQ Liquidity Analysis

V-Lab

Supra Boga Lestari Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:2,395.31 (-453.00)

Analysis last updated: Friday, May 9, 2025 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7932	5.03
$α$	0.3086	3.63
$β$	0.6912	8.13
$γ_{1}$	2.4552	1.76
$γ_{2}$	-4.0413	-2.14
$γ_{3}$	0.9079	1.25
$γ_{4}$	2.1945	4.00
$γ_{5}$	-5.6336	-7.17
$γ_{6}$	9.2425	11.88
$γ_{7}$	-6.6995	-10.69
$γ_{8}$	0.3779	0.46

Estimation Period:
Jun 7, 2012 to May 2, 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