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 Friday, May 29th, 2026
1 Day
2,806.04
decreased by 128.00
1 Week
2,962.70
increased by 28.66
1 Month
3,012.41
increased by 78.37
Analysis last updated: Friday, May 29, 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 | 1.32 | |
| 0.0389 | 7.36 | |
| 0.9564 | 407.13 | |
| 0.0094 | 0.39 |
Estimation Period:
Jan 22, 2009 to May 22, 2026
Jan 22, 2009 to May 22, 2026
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