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V-Lab

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

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