Vietnam BDC Construction 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, May 12th, 2026
1 Day
7,552.49
increased by 3,879.85
1 Week
4,704.57
increased by 1,031.93
1 Month
4,161.24
increased by 488.60
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 | |
|---|---|---|
| 0.9982 | 2.71 | |
| 0.1651 | 0.45 | |
| 0.8349 | 2.28 | |
| -6.2744 | -0.34 | |
| 7.9236 | 0.36 | |
| -3.2986 | -0.74 | |
| 3.7896 | 2.07 | |
| -3.9754 | -2.76 | |
| -3.7898 | -0.35 | |
| 15.8867 | 0.67 | |
| -14.2075 | -1.04 | |
| 3.9950 | 0.31 | |
| 2.3354 | 0.14 |
Estimation Period:
May 5, 2011 to May 8, 2026
May 5, 2011 to May 8, 2026
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