Vien Dong Investment Develop 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 Wednesday, April 15th, 2026
1 Day
4,492.06
decreased by 144.67
1 Week
3,880.08
decreased by 756.65
1 Month
2,698.65
decreased by 1,938.08
Analysis last updated: Wednesday, April 15, 2026 at 08:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0522 | 1.31 | |
| 0.0390 | 7.39 | |
| 0.9563 | 405.40 | |
| 0.0093 | 0.39 |
Estimation Period:
Jan 22, 2009 to Apr 10, 2026
Jan 22, 2009 to Apr 10, 2026
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