Vietnam Sun Corp 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 Monday, June 15th, 2026
1 Day
2,504.08
increased by 757.63
1 Week
1,922.83
increased by 176.38
1 Month
1,581.23
decreased by 165.22
Analysis last updated: Sunday, June 14, 2026 at 02:37 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2458 | 3.31 | |
| 0.0349 | 9.86 | |
| 0.9468 | 281.46 | |
| 0.0365 | 3.86 |
Estimation Period:
Oct 21, 2008 to Jun 12, 2026
Oct 21, 2008 to Jun 12, 2026
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