V-Lab: Srinanaporn Marketing Pcl ILLIQ-MFMEM Liquidity Analysis

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Srinanaporn Marketing Pcl ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:2,251.73 (250.51)

Analysis last updated: Saturday, February 21, 2026 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1008	0.00
$β$	0.7789	3.32
$γ$	-0.1008	-0.00
$λ_{1}$	8.3794	0.00
$λ_{2}$	1.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jul 20, 2021 to Feb 20, 2026

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Srinanaporn Marketing Pcl Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ