ETS Holdings Co 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 Wednesday, June 3rd, 2026
1 Day
533.57
increased by 2.04
1 Week
495.90
decreased by 35.63
1 Month
425.10
decreased by 106.43
Analysis last updated: Wednesday, June 3, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5191 | 6.33 | |
| 0.0817 | 18.03 | |
| 0.8922 | 341.20 | |
| 0.0521 | 7.89 |
Estimation Period:
Mar 28, 1995 to May 29, 2026
Mar 28, 1995 to May 29, 2026
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