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	param	t-stat
$ω$	1.2645	1.79
$α$	0.2064	5.55
$β$	0.7912	22.10
$γ_{1}$	0.1040	1.51
$γ_{2}$	-0.3133	-2.91
$γ_{3}$	0.3584	4.45
$γ_{4}$	-0.1602	-1.75
$γ_{5}$	-0.2081	-2.20
$γ_{6}$	0.5389	6.04
$γ_{7}$	-0.4944	-4.78
$γ_{8}$	0.1474	1.23

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Allianz Ayudhya Capital PCL Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, January 21st, 2026:17,476.95 (860.87)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

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