Da Nang Const Build Material 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 30th, 2026
1 Day
11,108.19
increased by 6,251.95
1 Week
7,982.21
increased by 3,125.97
1 Month
5,873.43
increased by 1,017.19
Analysis last updated: Tuesday, June 30, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1523 | 0.00 | |
| 0.1724 | 0.00 | |
| 0.8276 | 0.00 | |
| 1.8101 | 0.00 | |
| -4.5645 | 0.00 | |
| 4.7624 | 0.01 | |
| -3.0153 | -0.01 | |
| 1.3157 | 0.01 | |
| -1.8460 | -0.01 | |
| 1.4423 | 0.00 | |
| -0.5557 | 0.00 | |
| 6.4224 | 0.00 |
Estimation Period:
Jan 22, 2009 to Jun 19, 2026
Jan 22, 2009 to Jun 19, 2026
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