V-Lab: Supra Boga Lestari Spline ILLIQ Liquidity Analysis

V-Lab

Supra Boga Lestari Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:8,743.22 (151.09)

Analysis last updated: Saturday, June 28, 2025 at 01:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1008	0.01
$α$	0.3023	0.00
$β$	0.6977	0.01
$γ_{1}$	1.7525	0.04
$γ_{2}$	-3.2184	-0.16
$γ_{3}$	0.8531	0.04
$γ_{4}$	1.9962	0.05
$γ_{5}$	-5.4453	-0.08
$γ_{6}$	9.4951	0.15
$γ_{7}$	-7.5614	-0.37
$γ_{8}$	1.5270	0.07

Estimation Period:
Jun 7, 2012 to Jun 26, 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