V-Lab: Dong A Paint Jsc Spline ILLIQ Liquidity Analysis

V-Lab

Dong A Paint Jsc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:4,318.63 (-891.92)

Analysis last updated: Sunday, May 18, 2025 at 04:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9598	9,598,330.00
$α$	0.1890	1,889,830.00
$β$	0.8110	8,110,140.00
$γ_{1}$	4.2113	42,113,430.00
$γ_{2}$	-15.5424	-155,423,900.00
$γ_{3}$	14.5872	145,872,300.00
$γ_{4}$	7.1001	71,000,870.00
$γ_{5}$	-23.0802	-230,801,700.00
$γ_{6}$	29.8385	298,385,000.00
$γ_{7}$	-33.8819	-338,819,100.00
$γ_{8}$	19.8655	198,654,600.00
$γ_{9}$	7.6419	76,418,910.00
$γ_{10}$	-20.9544	-209,543,800.00

Estimation Period:
Aug 3, 2011 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Dong A Paint Jsc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM