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	param	t-stat
$ω$	1.3399	2.98
$α$	0.0998	0.86
$β$	0.9002	7.81
$γ_{1}$	0.0284	0.10
$γ_{2}$	-0.0799	-0.29
$γ_{3}$	0.0675	0.37
$γ_{4}$	-0.0255	-0.49

V-Lab

Siam Commercial Bank PCL/The Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Siam Commercial Bank PCL/The Analyses