V-Lab: Srisawad CAP 1969 PUB Co Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Srisawad CAP 1969 PUB Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, June 4th, 2025:9,853.58 (-2,597.58)

Analysis last updated: Sunday, June 1, 2025 at 04:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7216	4.50
$α$	0.2082	10.45
$β$	0.7914	39.65
$γ_{1}$	-0.3893	-4.32
$γ_{2}$	0.6479	4.04
$γ_{3}$	-0.3561	-2.66
$γ_{4}$	0.1046	1.08
$γ_{5}$	-0.8912	-3.45
$γ_{6}$	2.8931	4.74

Estimation Period:
Jun 24, 1994 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Srisawad CAP 1969 PUB Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM