Vietnam BDC Construction Asymmetric 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 12th, 2026
1 Day
3,960.77
increased by 1,479.92
1 Week
2,997.18
increased by 516.33
1 Month
3,429.52
increased by 948.67
Analysis last updated: Tuesday, May 12, 2026 at 08:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8796 | 2.83 | |
| 0.0667 | 16.70 | |
| 0.9061 | 369.08 | |
| 0.0544 | 6.56 |
Estimation Period:
May 5, 2011 to May 8, 2026
May 5, 2011 to May 8, 2026
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