Quang NAM Mineral Industry 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 Thursday, June 4th, 2026
1 Day
7,675.99
increased by 786.52
1 Week
4,736.48
decreased by 2,152.99
1 Month
4,024.29
decreased by 2,865.18
Analysis last updated: Thursday, June 4, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.72 | |
| 0.0673 | 10.50 | |
| 0.8490 | 104.66 | |
| 0.1675 | 5.68 |
Estimation Period:
Dec 23, 2008 to May 29, 2026
Dec 23, 2008 to May 29, 2026
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