Susco Public Co Ltd Spline 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
9,997.18
increased by 4,317.16
1 Week
6,224.50
increased by 544.48
1 Month
6,055.33
increased by 375.31
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 | |
|---|---|---|
| 8.5727 | 0.00 | |
| 0.1897 | 0.00 | |
| 0.8103 | 0.00 | |
| -0.8654 | -0.01 | |
| -0.2610 | 0.00 | |
| 4.6995 | 0.00 | |
| -7.5095 | 0.00 | |
| 6.6703 | 0.00 | |
| -3.5446 | 0.00 | |
| 0.5002 | 0.00 | |
| 0.7941 | 0.00 |
Estimation Period:
Jun 24, 1994 to Jun 12, 2026
Jun 24, 1994 to Jun 12, 2026
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