V-Lab: Srinanaporn Marketing Pcl Spline ILLIQ Liquidity Analysis

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Srinanaporn Marketing Pcl Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:2,895.21 (205.21)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6677	8.59
$α$	0.1447	6.21
$β$	0.8050	24.47
$γ_{1}$	0.2212	5.93

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM