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, June 16th, 2026
1 Day
6,732.82
decreased by 378.87
1 Week
6,254.99
decreased by 856.70
1 Month
5,622.44
decreased by 1,489.25
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 | |
|---|---|---|
| 2.1591 | 0.00 | |
| 0.2161 | 0.00 | |
| 0.7839 | 0.00 | |
| -2.3864 | 0.00 | |
| 2.9452 | 0.00 | |
| -0.6707 | 0.00 | |
| -0.3832 | 0.00 | |
| 1.1593 | 0.00 | |
| -0.9359 | 0.00 | |
| 0.4409 | 0.00 | |
| -0.4789 | 0.00 |
Estimation Period:
Jan 2, 2007 to Jun 12, 2026
Jan 2, 2007 to Jun 12, 2026
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