Dayang Enterprise Holdings 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 Friday, June 19th, 2026
1 Day
6,294.55
increased by 588.92
1 Week
6,081.17
increased by 375.54
1 Month
3,658.23
decreased by 2,047.40
Analysis last updated: Friday, June 19, 2026 at 10:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.12 | |
| 0.0678 | 6.95 | |
| 0.8967 | 339.42 | |
| 0.0708 | 4.82 |
Estimation Period:
Apr 28, 2008 to Jun 16, 2026
Apr 28, 2008 to Jun 16, 2026
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