Dream International 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 Tuesday, May 12th, 2026
1 Day
5,218.79
increased by 2,446.49
1 Week
2,842.28
increased by 69.98
1 Month
2,473.20
decreased by 299.10
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 | |
|---|---|---|
| 55.8773 | 0.00 | |
| 0.1420 | 0.00 | |
| 0.8579 | 0.01 | |
| -1.3331 | 0.00 | |
| 3.0339 | 0.00 | |
| -2.5728 | 0.00 | |
| 1.0604 | 0.00 | |
| -0.0172 | 0.00 | |
| -0.9171 | 0.00 | |
| 1.1336 | 0.00 |
Estimation Period:
Jan 2, 2007 to May 8, 2026
Jan 2, 2007 to May 8, 2026
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