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

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Srisawad CAP 1969 PUB Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, December 4th, 2025:8,339.01 (-1,601.40)

Analysis last updated: Friday, December 5, 2025 at 01:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4338	0.09
$α$	0.1890	0.00
$β$	0.8110	0.02
$γ_{1}$	-0.2532	-0.00
$γ_{2}$	1.0986	0.00
$γ_{3}$	-1.5303	-0.00
$γ_{4}$	1.2443	0.00
$γ_{5}$	-1.5440	-0.02
$γ_{6}$	1.9283	0.04
$γ_{7}$	-1.9637	-0.07
$γ_{8}$	1.7656	0.07
$γ_{9}$	-0.6835	-0.02
$γ_{10}$	-0.4070	-0.01

Estimation Period:
Jun 24, 1994 to Nov 28, 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