INVESCO Asia Dragon Trust PLC 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 Monday, April 13th, 2026
1 Day
6,858.26
decreased by 1,090.35
1 Week
7,510.88
decreased by 437.73
1 Month
8,708.62
increased by 760.01
Analysis last updated: Sunday, April 12, 2026 at 01:52 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7217 | 0.00 | |
| 0.1615 | 0.00 | |
| 0.8385 | 0.00 | |
| -1.5954 | 0.00 | |
| 2.0170 | 0.00 | |
| -0.6184 | 0.00 | |
| -0.6771 | 0.00 | |
| 2.8268 | 0.00 | |
| -4.5721 | 0.00 | |
| 4.1699 | 0.00 |
Estimation Period:
Jan 2, 2007 to Apr 10, 2026
Jan 2, 2007 to Apr 10, 2026
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