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

Skip to main content

V-Lab

Vnsteel - Ho Chi Minh City Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 15th, 2025:41.21 (-6.54)

Analysis last updated: Sunday, December 14, 2025 at 06:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6662	0.00
$α$	0.1927	0.00
$β$	0.8073	0.00
$γ_{1}$	-0.6380	-0.00
$γ_{2}$	0.6038	0.00
$γ_{3}$	-0.3202	-0.00
$γ_{4}$	-0.1651	-0.00
$γ_{5}$	1.8441	0.01
$γ_{6}$	-4.7876	-0.00
$γ_{7}$	8.5955	0.00
$γ_{8}$	-8.5902	-0.00

Estimation Period:
Jan 22, 2009 to Dec 12, 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