V-Lab: Sinar Mas Multiartha Tbk PT Spline ILLIQ Liquidity Analysis

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V-Lab

Sinar Mas Multiartha Tbk PT Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 30th, 2024:1187.88 (-2.30)

Analysis last updated: Wednesday, May 1, 2024 at 04:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7505	2.29
$α$	0.2408	6.36
$β$	0.7584	19.98
$γ_{1}$	-0.8314	-2.75
$γ_{2}$	1.3370	2.86
$γ_{3}$	-1.1283	-3.44
$γ_{4}$	1.2710	3.96
$γ_{5}$	-1.7195	-5.78
$γ_{6}$	2.9718	12.94
$γ_{7}$	-3.7518	-12.71
$γ_{8}$	3.2613	5.51

Estimation Period:
Jul 5, 1995 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sinar Mas Multiartha Tbk PT Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM