Vietnam Enterprise Investments Ltd Spline ILLIQ Liquidity Analysis
Liquidity prediction for Wednesday, July 15th, 2026
1 Day
26,998.87
decreased by 1,546.23
1 Week
24,821.29
decreased by 3,723.81
1 Month
15,019.18
decreased by 13,525.92
Analysis last updated: Wednesday, July 15, 2026 at 09:11 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jul 5, 2016 to Jul 10, 2026Model Insight
With persistence 0.995, illiquidity shocks have a half-life of 153 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0044 | 1.57 |
α ARCH Response to squared shocks | 0.0548 | 5.66*** |
β GARCH Volatility persistence | 0.9407 | 65.67*** |
Spline Coefficients
K=1
| γ1 | -0.0148 | -0.49 |
Persistence:
0.995
Half-life:
153 days
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