Skip to main content
V-Lab

Vietnam Enterprise Investments Ltd 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 Wednesday, July 15th, 2026

1 Day

29,329.06

decreased by 1,632.15

1 Week

26,534.66

decreased by 4,426.55

1 Month

15,288.79

decreased by 15,672.42

Analysis last updated: Wednesday, July 15, 2026 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vietnam Enterprise Investments Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jul 5, 2016 to Jul 10, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 71% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.22
α

ARCH

Response to squared shocks

0.0413
13.41***
β

GARCH

Volatility persistence

0.9441
377.93***
γ

leverage

Additional response to negative shocks

0.0292
4.06***

Persistence:

1.000

Half-life:

1386294 days