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 Monday, April 13th, 2026
1 Day
10,093.77
decreased by 75.37
1 Week
10,140.13
decreased by 29.01
1 Month
10,246.13
increased by 76.99
Analysis last updated: Sunday, April 12, 2026 at 01:50 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 | 100.99 | |
| 0.0157 | 0.22 |
Estimation Period:
Jan 2, 2007 to Apr 10, 2026
Jan 2, 2007 to Apr 10, 2026
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