V-Lab: Supra Boga Lestari Spline ILLIQ Liquidity Analysis

V-Lab

Supra Boga Lestari Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:8,837.78 (1,677.66)

Analysis last updated: Saturday, June 21, 2025 at 01:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7703	0.00
$α$	0.2230	0.00
$β$	0.7770	0.00
$γ_{1}$	0.9648	0.00
$γ_{2}$	-0.7407	-0.00
$γ_{3}$	-2.5628	-0.00
$γ_{4}$	2.9785	0.01
$γ_{5}$	0.9569	0.02
$γ_{6}$	-6.5710	-0.02
$γ_{7}$	8.2383	0.02
$γ_{8}$	-5.8540	-0.00
$γ_{9}$	11.9502	0.00
$γ_{10}$	-18.9132	-0.00

Estimation Period:
Jun 7, 2012 to Jun 13, 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