Italian-Thai Development 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, June 18th, 2026
1 Day
5,647.44
decreased by 167.60
1 Week
6,206.23
increased by 391.19
1 Month
6,465.31
increased by 650.27
Analysis last updated: Thursday, June 18, 2026 at 08:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2533 | 1.80 | |
| 0.0232 | 5.06 | |
| 0.8934 | 440.54 | |
| 0.1668 | 12.47 |
Estimation Period:
Nov 30, 1995 to Jun 12, 2026
Nov 30, 1995 to Jun 12, 2026
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