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 Tuesday, June 16th, 2026
1 Day
10,391.44
decreased by 204.90
1 Week
10,279.29
decreased by 317.05
1 Month
10,194.52
decreased by 401.82
Analysis last updated: Tuesday, June 16, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.23 | |
| 0.0403 | 13.23 | |
| 0.9457 | 392.42 | |
| 0.0280 | 3.95 |
Estimation Period:
Jul 5, 2016 to Jun 12, 2026
Jul 5, 2016 to Jun 12, 2026
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