Vicem Haivan Cement Jsc ILLIQ-MFMEM 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
289.78
decreased by 19.02
1 Week
330.29
increased by 21.49
1 Month
395.28
increased by 86.48
Analysis last updated: Tuesday, March 31, 2026 at 01:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1050 | 0.36 | |
| 0.9139 | 298.76 | |
| -0.0378 | -0.08 | |
| 10.0000 | 0.40 | |
| 0.1957 | 0.38 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 11, 2011 to Feb 27, 2026
Aug 11, 2011 to Feb 27, 2026
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