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 Tuesday, June 23rd, 2026
1 Day
12,100.95
increased by 7,312.95
1 Week
6,197.50
increased by 1,409.50
1 Month
2,442.91
decreased by 2,345.09
Analysis last updated: Tuesday, June 23, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9330 | 4.77 | |
| 0.2622 | 1.10 | |
| 0.7377 | 3.09 | |
| 1.4525 | 1.73 | |
| -3.4206 | -2.88 | |
| 3.4701 | 5.37 | |
| -4.4096 | -8.27 | |
| 6.5099 | 14.67 | |
| -5.3494 | -10.47 | |
| 0.4547 | 0.57 |
Estimation Period:
Jun 7, 2012 to Jun 19, 2026
Jun 7, 2012 to Jun 19, 2026
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