INVESCO Asia Dragon Trust PLC 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 Tuesday, June 16th, 2026
1 Day
5,063.43
decreased by 35.11
1 Week
5,132.44
increased by 33.90
1 Month
5,011.95
decreased by 86.59
Analysis last updated: Tuesday, June 16, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.03 | |
| 0.0000 | 0.17 | |
| 0.9921 | 100.58 | |
| 0.0157 | 0.22 |
Estimation Period:
Jan 2, 2007 to Jun 12, 2026
Jan 2, 2007 to Jun 12, 2026
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