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 Tuesday, June 23rd, 2026
1 Day
662.84
decreased by 119.51
1 Week
880.76
increased by 98.41
1 Month
685.45
decreased by 96.90
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 | |
|---|---|---|
| 1.2128 | 2.26 | |
| 0.1795 | 5.77 | |
| 0.8205 | 26.36 | |
| -0.4484 | -4.94 | |
| 0.2284 | 1.52 | |
| 0.6498 | 4.43 | |
| -0.6601 | -4.98 | |
| 0.1681 | 1.77 | |
| 0.2708 | 3.02 | |
| -0.4860 | -3.88 |
Estimation Period:
Mar 28, 1995 to Jun 19, 2026
Mar 28, 1995 to Jun 19, 2026
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