Dayang Enterprise Holdings 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 Friday, June 19th, 2026
1 Day
8,182.11
increased by 1,759.52
1 Week
7,045.42
increased by 622.83
1 Month
4,091.15
decreased by 2,331.44
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 | |
|---|---|---|
| 0.4160 | 0.01 | |
| 0.1538 | 0.00 | |
| 0.8462 | 0.02 | |
| -0.6914 | 0.00 | |
| 0.8471 | 0.00 | |
| -0.1618 | 0.00 | |
| 0.0665 | 0.00 |
Estimation Period:
Apr 28, 2008 to Jun 16, 2026
Apr 28, 2008 to Jun 16, 2026
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