Sansiri PCL Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Tuesday, February 24th, 2026:90.15 (-10.39)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0256 | 4.04 | |
| 0.2477 | 9.74 | |
| 0.7512 | 31.16 | |
| -5.9762 | -4.32 | |
| 12.4225 | 4.65 | |
| -9.0201 | -4.92 | |
| 2.4561 | 4.02 | |
| 0.0413 | 0.21 | |
| 0.3042 | 2.41 | |
| -0.2982 | -1.98 | |
| 0.0729 | 0.45 | |
| -0.0758 | -0.54 | |
| 0.3397 | 1.92 |
Estimation Period:
Oct 30, 1996 to Feb 20, 2026
Oct 30, 1996 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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