Siam Wellness Group Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, June 2nd, 2026
1 Day
5,414.14
decreased by 453.39
1 Week
5,857.33
decreased by 10.20
1 Month
6,265.54
increased by 398.01
Analysis last updated: Sunday, May 31, 2026 at 02:07 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.13 | |
| 0.1006 | 17.95 | |
| 0.8629 | 346.28 | |
| 0.0730 | 6.90 |
Estimation Period:
Nov 3, 2014 to May 29, 2026
Nov 3, 2014 to May 29, 2026
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