V-Lab: Vietnam Enterprise Investments Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Vietnam Enterprise Investments Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, September 19th, 2025:4,987.90 (-183.13)

Analysis last updated: Saturday, September 20, 2025 at 12:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0097	1.55
$α$	0.0489	3.51
$β$	0.8320	22.63
$γ_{1}$	-6.0581	-2.38
$γ_{2}$	8.9320	2.74
$γ_{3}$	-3.9733	-3.69
$γ_{4}$	1.9738	3.06
$γ_{5}$	-1.9305	-3.55
$γ_{6}$	1.7529	3.37
$γ_{7}$	-0.3894	-0.78
$γ_{8}$	-1.1115	-2.26
$γ_{9}$	1.4375	2.76
$γ_{10}$	-1.5010	-2.14

Estimation Period:
Jul 5, 2016 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Vietnam Enterprise Investments Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM