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	param	t-stat
$ω$	3.3153	0.57
$α$	0.0541	5.10
$β$	0.9723	510.95
$γ$	-0.0529	-4.94

V-Lab

SIS Distribution (Thai) PCL Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:1,897.50 (-49.42)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other SIS Distribution (Thai) PCL Analyses