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 Tuesday, May 26th, 2026
1 Day
9,824.40
decreased by 641.99
1 Week
10,248.59
decreased by 217.80
1 Month
7,970.57
decreased by 2,495.82
Analysis last updated: Sunday, May 24, 2026 at 01:11 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1693 | 0.00 | |
| 0.2233 | 0.00 | |
| 0.7767 | 0.00 | |
| -3.4087 | 0.00 | |
| 4.2074 | 0.00 | |
| -1.0407 | -0.01 | |
| -0.1332 | 0.00 | |
| 0.9856 | 0.00 | |
| -0.9891 | 0.00 | |
| 0.1949 | 0.00 | |
| 1.4124 | 0.00 |
Estimation Period:
Jan 2, 2007 to May 22, 2026
Jan 2, 2007 to May 22, 2026
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