V-Lab: Supra Boga Lestari Spline ILLIQ Liquidity Analysis

V-Lab

Supra Boga Lestari Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 2nd, 2025:2,336.88 (-132.14)

Analysis last updated: Tuesday, September 2, 2025 at 11:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4154	0.94
$α$	0.3091	0.14
$β$	0.6909	0.30
$γ_{1}$	1.8677	0.84
$γ_{2}$	-2.1329	-0.81
$γ_{3}$	-1.4970	-0.93
$γ_{4}$	1.8323	0.93
$γ_{5}$	1.8141	1.05
$γ_{6}$	-7.6144	-4.23
$γ_{7}$	11.4536	10.05
$γ_{8}$	-5.3279	-2.27
$γ_{9}$	-2.7351	-0.91
$γ_{10}$	2.6726	1.42

Estimation Period:
Jun 7, 2012 to Aug 29, 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