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, May 26th, 2026
1 Day
10,700.47
decreased by 213.26
1 Week
11,336.23
increased by 422.50
1 Month
13,930.99
increased by 3,017.26
Analysis last updated: Sunday, May 24, 2026 at 01:31 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.23 | |
| 0.0406 | 13.29 | |
| 0.9456 | 388.98 | |
| 0.0277 | 3.89 |
Estimation Period:
Jul 5, 2016 to May 22, 2026
Jul 5, 2016 to May 22, 2026
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