Ninh Van Bay Travel Real Est 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 Friday, June 19th, 2026
1 Day
5,473.82
increased by 845.16
1 Week
4,947.93
increased by 319.27
1 Month
4,750.40
increased by 121.74
Analysis last updated: Friday, June 19, 2026 at 11:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0970 | 7.75 | |
| 0.0374 | 14.41 | |
| 0.9762 | 334.32 | |
| -0.0272 | -4.01 |
Estimation Period:
May 10, 2010 to Jun 12, 2026
May 10, 2010 to Jun 12, 2026
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