Chai Watana Tanner Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:5,332.99 (-747.25)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.33 | |
| 0.0560 | 5.82 | |
| 0.8590 | 205.21 | |
| 0.1700 | 5.26 |
Estimation Period:
Jun 24, 1994 to Feb 13, 2026
Jun 24, 1994 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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