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 Tuesday, June 23rd, 2026
1 Day
696.49
decreased by 64.26
1 Week
812.17
increased by 51.42
1 Month
665.63
decreased by 95.12
Analysis last updated: Tuesday, June 23, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6332 | 6.45 | |
| 0.0817 | 18.02 | |
| 0.8921 | 340.77 | |
| 0.0524 | 7.93 |
Estimation Period:
Mar 28, 1995 to Jun 19, 2026
Mar 28, 1995 to Jun 19, 2026
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