Dacome Intl 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, May 20th, 2026
1 Day
6,381.89
increased by 3,401.43
1 Week
3,143.73
increased by 163.27
1 Month
4,195.63
increased by 1,215.17
Analysis last updated: Wednesday, May 20, 2026 at 08:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.31 | |
| 0.1271 | 3.27 | |
| 0.8667 | 124.46 | |
| 0.0123 | 0.24 |
Estimation Period:
Sep 12, 2006 to May 15, 2026
Sep 12, 2006 to May 15, 2026
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