Minh Hung Quang Tri Jsc 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, April 28th, 2026
1 Day
13,424.00
increased by 11,262.52
1 Week
4,938.58
increased by 2,777.10
1 Month
3,292.70
increased by 1,131.22
Analysis last updated: Sunday, April 26, 2026 at 02:37 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0934 | 1.11 | |
| 0.4890 | 0.25 | |
| 0.5110 | 0.26 | |
| 6.6522 | 0.01 | |
| 2.0889 | 0.00 | |
| -34.8160 | -0.34 | |
| 51.4299 | 2.30 | |
| -59.2112 | -3.52 | |
| 70.6560 | 5.33 | |
| -54.2092 | -5.86 | |
| 11.6007 | 1.15 | |
| 17.0633 | 1.34 | |
| -25.7638 | -0.85 |
Estimation Period:
Jan 12, 2022 to Apr 24, 2026
Jan 12, 2022 to Apr 24, 2026
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