V-Lab: Vnsteel - Ho Chi Minh City Spline ILLIQ Liquidity Analysis

V-Lab

Vnsteel - Ho Chi Minh City Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 28th, 2025:7358.67 (-1673.24)

Analysis last updated: Sunday, April 27, 2025 at 07:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8836	0.04
$α$	0.2094	0.00
$β$	0.7906	0.00
$γ_{1}$	-0.5641	-0.00
$γ_{2}$	0.7576	0.00
$γ_{3}$	-0.7792	-0.04
$γ_{4}$	0.4647	0.01
$γ_{5}$	-0.3596	-0.01
$γ_{6}$	2.3509	0.05
$γ_{7}$	-8.2860	-0.01
$γ_{8}$	14.4020	0.01
$γ_{9}$	-7.5958	-0.00

Estimation Period:
Jan 22, 2009 to Apr 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Vnsteel - Ho Chi Minh City Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM