V-Lab: Thai Stanley Electric PCL Spline ILLIQ Liquidity Analysis

V-Lab

Thai Stanley Electric PCL Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:3,468.37 (61.48)

Analysis last updated: Sunday, May 18, 2025 at 03:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8689	2.48
$α$	0.1431	7.27
$β$	0.8513	39.41
$γ_{1}$	-0.7899	-2.28
$γ_{2}$	0.9906	1.83
$γ_{3}$	0.0731	0.24
$γ_{4}$	-0.7154	-2.90
$γ_{5}$	0.7132	2.21
$γ_{6}$	0.0738	0.26
$γ_{7}$	-0.8428	-3.83
$γ_{8}$	0.5065	2.52
$γ_{9}$	0.1108	0.53
$γ_{10}$	0.0949	0.31

Estimation Period:
Jun 24, 1994 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Thai Stanley Electric PCL Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM