Bangkok Asset Intergroup 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 Thursday, April 16th, 2026
1 Day
13,991.38
decreased by 111.41
1 Week
14,047.08
decreased by 55.71
1 Month
53,369.09
increased by 39,266.30
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 | |
|---|---|---|
| 116 | ||
| 0.0030 | 0.01 | |
| 0.9985 | 11.72 | |
| -0.0030 | -0.01 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 22, 2025 to Apr 10, 2026
Apr 22, 2025 to Apr 10, 2026
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