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

V-Lab

Vinacomin Halam Coal Jsc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 3rd, 2025:1,872.19 (-104.30)

Analysis last updated: Friday, July 4, 2025 at 01:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2931	3.44
$α$	0.1086	6.99
$β$	0.8778	43.83
$γ_{1}$	2.1395	2.52
$γ_{2}$	-3.4434	-2.62
$γ_{3}$	1.8887	1.81
$γ_{4}$	-0.4477	-0.41
$γ_{5}$	-1.7968	-1.94
$γ_{6}$	3.0366	4.03
$γ_{7}$	-1.3325	-1.11
$γ_{8}$	0.5823	0.30

Estimation Period:
Mar 5, 2009 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
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