Hotel Sahid Jaya Intl Tbk Asymmetric 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 9th, 2026
1 Day
6,863.44
increased by 2,768.62
1 Week
4,636.99
increased by 542.17
1 Month
2,708.49
decreased by 1,386.33
Analysis last updated: Tuesday, June 9, 2026 at 08:10 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3674 | 10.18 | |
| 0.0608 | 13.13 | |
| 0.9096 | 301.11 | |
| 0.0591 | 4.74 |
Estimation Period:
Jun 24, 1994 to Jun 5, 2026
Jun 24, 1994 to Jun 5, 2026
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