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 Monday, April 20th, 2026
1 Day
2,131.63
increased by 988.75
1 Week
1,361.92
increased by 219.04
1 Month
1,582.57
increased by 439.69
Analysis last updated: Sunday, April 19, 2026 at 02:21 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0923 | 0.97 | |
| 0.0368 | 7.50 | |
| 0.9463 | 296.37 | |
| 0.0338 | 1.60 |
Estimation Period:
Jan 13, 2014 to Apr 17, 2026
Jan 13, 2014 to Apr 17, 2026
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