V-Lab: Vinacomin Halam Coal Jsc Spline ILLIQ Liquidity Analysis

V-Lab

Vinacomin Halam Coal Jsc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:396.39 (-23.36)

Analysis last updated: Sunday, September 14, 2025 at 05:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2847	3.42
$α$	0.1051	6.80
$β$	0.8821	43.52
$γ_{1}$	2.0135	2.44
$γ_{2}$	-3.2861	-2.59
$γ_{3}$	1.9103	1.90
$γ_{4}$	-0.6205	-0.58
$γ_{5}$	-1.5980	-1.71
$γ_{6}$	2.9051	4.29
$γ_{7}$	-0.8301	-1.13
$γ_{8}$	-1.4123	-1.37

Estimation Period:
Mar 5, 2009 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Historical ILLIQ
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