ETS Holdings Co 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 Wednesday, June 3rd, 2026
1 Day
494.37
decreased by 14.58
1 Week
484.17
decreased by 24.78
1 Month
402.29
decreased by 106.66
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 | |
|---|---|---|
| 1.2127 | 2.26 | |
| 0.1794 | 5.72 | |
| 0.8206 | 26.15 | |
| -0.4487 | -4.92 | |
| 0.2279 | 1.51 | |
| 0.6492 | 4.43 | |
| -0.6552 | -4.94 | |
| 0.1591 | 1.66 | |
| 0.2829 | 3.11 | |
| -0.4997 | -3.96 |
Estimation Period:
Mar 28, 1995 to May 29, 2026
Mar 28, 1995 to May 29, 2026
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