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 23rd, 2026
1 Day
2,072.22
decreased by 240.72
1 Week
2,443.32
increased by 130.38
1 Month
4,190.15
increased by 1,877.21
Analysis last updated: Tuesday, June 23, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.12 | |
| 0.1033 | 18.27 | |
| 0.8610 | 345.11 | |
| 0.0712 | 6.70 |
Estimation Period:
Nov 3, 2014 to Jun 19, 2026
Nov 3, 2014 to Jun 19, 2026
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