Vien Dong Investment Develop ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, March 31st, 2026
1 Day
7,020.72
increased by 3,211.09
1 Week
4,285.21
increased by 475.58
1 Month
4,794.36
increased by 984.73
Analysis last updated: Tuesday, March 31, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1374 | 0.06 | |
| 0.9306 | 41.63 | |
| -0.1360 | -0.03 | |
| 0.0000 | 0.04 | |
| 0.0966 | 0.07 | |
| 0.9034 | 2.73 |
Estimation Period:
Jan 22, 2009 to Mar 27, 2026
Jan 22, 2009 to Mar 27, 2026
Other Vien Dong Investment Develop Analyses
Other ILLIQ-MFMEM Analyses on International Equities