Dream International 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 Tuesday, May 12th, 2026
1 Day
2,781.08
decreased by 40.51
1 Week
2,702.99
decreased by 118.60
1 Month
2,715.02
decreased by 106.57
Analysis last updated: Tuesday, May 12, 2026 at 06:43 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0287 | 9.93 | |
| 0.9856 | 983.68 | |
| -0.0287 | -10.34 |
Estimation Period:
Jan 2, 2007 to May 8, 2026
Jan 2, 2007 to May 8, 2026
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