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V-Lab

Srinanaporn Marketing Pcl Spline ILLIQ Liquidity Analysis

Liquidity prediction for Monday, March 23rd, 2026

1 Day

6,334.69

increased by 3,112.78

1 Week

4,230.98

decreased by 2,103.71

1 Month

3,506.63

decreased by 2,828.06

Analysis last updated: Saturday, March 21, 2026 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6556	8.65
$α$	0.1396	6.15
$β$	0.8104	25.53
$γ_{1}$	0.2285	5.74

Estimation Period:
Jul 20, 2021 to Mar 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