88 Thailand PCL 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 Monday, May 25th, 2026
1 Day
4,964.64
decreased by 9.84
1 Week
4,876.75
decreased by 97.73
1 Month
4,288.92
decreased by 685.56
Analysis last updated: Sunday, May 24, 2026 at 12:43 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.28 | |
| 0.0000 | 0.00 | |
| 0.9610 | 74.09 | |
| 0.0781 | 1.72 |
Estimation Period:
Oct 3, 2025 to May 22, 2026
Oct 3, 2025 to May 22, 2026
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