Thanachart Capital PCL Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:55.35 (-1.38)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2965 | 15.73 | |
| 0.0686 | 26.82 | |
| 0.8651 | 574.08 | |
| 0.1182 | 22.70 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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