Chularat Hospital PCL Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, April 1st, 2026
1 Day
686.62
decreased by 50.58
1 Week
701.91
decreased by 35.29
1 Month
621.94
decreased by 115.26
Analysis last updated: Wednesday, April 1, 2026 at 08:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9456 | 6.14 | |
| 0.1029 | 0.30 | |
| 0.8971 | 2.66 | |
| -0.0169 | -0.03 |
Estimation Period:
May 16, 2013 to Mar 27, 2026
May 16, 2013 to Mar 27, 2026
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