Wattanapat Hospital Trang 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 Friday, May 22nd, 2026
1 Day
5,270.22
increased by 2,225.36
1 Week
4,178.23
increased by 1,133.37
1 Month
4,589.31
increased by 1,544.45
Analysis last updated: Saturday, May 23, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.02 | |
| 0.0860 | 11.39 | |
| 0.8544 | 92.97 | |
| 0.1192 | 3.49 |
Estimation Period:
Oct 3, 2017 to May 15, 2026
Oct 3, 2017 to May 15, 2026
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