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

V-Lab

Pt Urban Jakarta P Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 6th, 2025:6,043.84 (3,560.08)

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
$ω$	0.7866	1.69
$α$	0.1654	4.99
$β$	0.8301	24.73
$γ_{1}$	8.6566	3.37
$γ_{2}$	-15.5595	-3.47
$γ_{3}$	12.6202	3.68
$γ_{4}$	-8.6564	-3.81
$γ_{5}$	3.2766	1.69

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM