Bangkok Asset Intergroup 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 Thursday, April 16th, 2026
1 Day
27,051.45
decreased by 9,591.91
1 Week
31,847.40
decreased by 4,795.96
1 Month
22,957.49
decreased by 13,685.87
Analysis last updated: Sunday, April 12, 2026 at 01:59 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.50 | |
| 0.1700 | 6.43 | |
| 0.7381 | 88.12 | |
| 0.1838 | 4.14 |
Estimation Period:
Apr 22, 2025 to Apr 10, 2026
Apr 22, 2025 to Apr 10, 2026
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