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, May 26th, 2026
1 Day
6,612.87
decreased by 47.42
1 Week
6,684.29
increased by 24.00
1 Month
6,797.72
increased by 137.43
Analysis last updated: Sunday, May 24, 2026 at 01:10 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0000 | 0.17 | |
| 0.9921 | 100.76 | |
| 0.0157 | 0.22 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
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