Vietnam BDC Construction ILLIQ-MFMEM 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
7,175.58
increased by 4,603.84
1 Week
3,851.14
increased by 1,279.40
1 Month
3,566.63
increased by 994.89
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 | |
|---|---|---|
| 126 | ||
| 0.1930 | 0.78 | |
| 0.8636 | 167.18 | |
| -0.1133 | -0.56 | |
| 9.3505 | 0.81 | |
| 0.0000 | 0.00 | |
| 0.0618 | 2.25 |
Estimation Period:
May 5, 2011 to May 8, 2026
May 5, 2011 to May 8, 2026
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