88 Thailand PCL ILLIQ-MFMEM 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
5,359.01
decreased by 245.35
1 Week
5,388.45
decreased by 215.91
1 Month
5,918.35
increased by 313.99
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 | |
|---|---|---|
| 71 | ||
| 0.0847 | 4.72 | |
| 0.9576 | 167.45 | |
| -0.0847 | -4.02 | |
| 0.0000 | 0.00 | |
| 0.9752 | 2.63 | |
| 0.0028 | 3.68 |
Estimation Period:
Oct 3, 2025 to May 22, 2026
Oct 3, 2025 to May 22, 2026
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