Supra Boga Lestari Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Friday, May 29th, 2026
1 Day
846.78
increased by 57.97
1 Week
872.65
increased by 83.84
1 Month
526.11
decreased by 262.70
Analysis last updated: Wednesday, May 27, 2026 at 11:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5020 | 0.13 | |
| 0.2609 | 0.03 | |
| 0.7391 | 0.08 | |
| 1.8353 | 0.24 | |
| -2.5582 | -0.29 | |
| -0.7619 | -0.12 | |
| 1.9867 | 0.18 | |
| 0.7362 | 0.08 | |
| -10.1610 | -0.78 | |
| 23.1642 | 0.79 | |
| -20.4719 | -0.51 | |
| 5.6750 | 0.16 | |
| -2.8966 | -0.07 |
Estimation Period:
Jun 7, 2012 to May 26, 2026
Jun 7, 2012 to May 26, 2026
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