Sonha Saigon Joint 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, May 21st, 2026
1 Day
3,680.89
increased by 1,741.15
1 Week
2,555.32
increased by 615.58
1 Month
2,333.70
increased by 393.96
Analysis last updated: Thursday, May 21, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0924 | 0.97 | |
| 0.0369 | 7.55 | |
| 0.9463 | 297.96 | |
| 0.0337 | 1.59 |
Estimation Period:
Jan 13, 2014 to May 15, 2026
Jan 13, 2014 to May 15, 2026
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