V-Lab: Vicem Haivan Cement Jsc Spline ILLIQ Liquidity Analysis

V-Lab

Vicem Haivan Cement Jsc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:900.29 (352.76)

Analysis last updated: Sunday, September 21, 2025 at 04:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8263	8,262,820.00
$α$	0.1661	1,660,740.00
$β$	0.8339	8,339,220.00
$γ_{1}$	-4.8857	-48,856,790.00
$γ_{2}$	4.9470	49,469,670.00
$γ_{3}$	0.2782	2,781,650.00
$γ_{4}$	-0.7288	-7,287,950.00
$γ_{5}$	-3.4949	-34,948,900.00
$γ_{6}$	9.6674	96,674,470.00
$γ_{7}$	-6.3231	-63,230,640.00
$γ_{8}$	-2.4283	-24,282,550.00

Estimation Period:
Aug 11, 2011 to Sep 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Vicem Haivan Cement Jsc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM