Vicem Haivan Cement Jsc Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, March 4th, 2026
1 Day
263.63
decreased by 16.08
1 Week
296.21
increased by 16.50
1 Month
347.57
increased by 67.86
Analysis last updated: Tuesday, March 31, 2026 at 12:19 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1541 | 7.48 | |
| 0.0897 | 15.18 | |
| 0.9191 | 314.43 | |
| -0.0175 | -2.23 |
Estimation Period:
Aug 11, 2011 to Feb 27, 2026
Aug 11, 2011 to Feb 27, 2026
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