Vicem Haivan Cement Jsc Spline 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
165.24
decreased by 13.81
1 Week
200.99
increased by 21.94
1 Month
273.26
increased by 94.21
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 | |
|---|---|---|
| 0.9080 | 9,080,130.00 | |
| 0.1618 | 1,618,170.00 | |
| 0.8382 | 8,381,800.00 | |
| -4.0103 | -40,102,640.00 | |
| 4.4601 | 44,601,320.00 | |
| -0.0839 | -839,350.00 | |
| -3.2573 | -32,573,210.00 | |
| 6.0701 | 60,701,080.00 | |
| -3.3455 | -33,454,870.00 | |
| -1.7423 | -17,423,080.00 |
Estimation Period:
Aug 11, 2011 to Feb 27, 2026
Aug 11, 2011 to Feb 27, 2026
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