V-Lab: Pt Urban Jakarta P ILLIQ-MFMEM Liquidity Analysis

V-Lab

Pt Urban Jakarta P ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, October 6th, 2025:7,352.69 (5,459.00)

Analysis last updated: Sunday, October 5, 2025 at 02:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.2476	0.01
$β$	0.8359	17.61
$γ$	-0.2476	-0.01
$λ_{1}$	5.3645	0.01
$λ_{2}$	0.1160	0.01
$λ_{3}$	0.7586	0.23

Estimation Period:
Dec 10, 2018 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Pt Urban Jakarta P Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ