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

V-Lab

Vinacomin Halam Coal Jsc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:1,034.16 (141.43)

Analysis last updated: Friday, May 9, 2025 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9315	3.05
$α$	0.1145	7.80
$β$	0.8816	50.38
$γ_{1}$	0.2466	0.32
$γ_{2}$	-0.8197	-0.77
$γ_{3}$	1.2376	1.87
$γ_{4}$	-2.1958	-3.91
$γ_{5}$	3.0723	6.18
$γ_{6}$	-1.8813	-2.50

Estimation Period:
Mar 5, 2009 to Apr 18, 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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