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Vietnam Enterprise Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

28,561.21

increased by 2,197.14

1 Week

22,643.16

decreased by 3,720.91

1 Month

14,449.72

decreased by 11,914.35

Analysis last updated: Tuesday, July 14, 2026 at 08:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vietnam Enterprise Investments Ltd ILLIQ-SMEM

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 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0148
-0.49

Persistence:

0.995

Half-life:

153 days