Susco Public Co Ltd 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 Monday, June 15th, 2026
1 Day
5,452.55
decreased by 349.40
1 Week
4,642.20
decreased by 1,159.75
1 Month
4,208.03
decreased by 1,593.92
Analysis last updated: Sunday, June 14, 2026 at 02:49 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.17 | |
| 0.0385 | 2.79 | |
| 0.7637 | 10.48 | |
| 0.3957 | 1.04 |
Estimation Period:
Jun 24, 1994 to Jun 12, 2026
Jun 24, 1994 to Jun 12, 2026
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