V-Lab: Sonha Saigon Joint Spline ILLIQ Liquidity Analysis

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Sonha Saigon Joint Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:5,903.54 (-1,041.61)

Analysis last updated: Thursday, December 11, 2025 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0749	1.72
$α$	0.1674	6.01
$β$	0.8318	32.10
$γ_{1}$	-8.9304	-1.83
$γ_{2}$	18.4554	2.23
$γ_{3}$	-12.9667	-2.47
$γ_{4}$	1.0174	0.42
$γ_{5}$	4.6194	4.38
$γ_{6}$	-1.5476	-1.44
$γ_{7}$	-3.9178	-2.47

Estimation Period:
Jan 13, 2014 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sonha Saigon Joint Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM