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

V-Lab

Vicem Haivan Cement Jsc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:1,188.08 (128.69)

Analysis last updated: Sunday, June 29, 2025 at 01:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9042	9,042,490.00
$α$	0.1689	1,688,550.00
$β$	0.8311	8,311,400.00
$γ_{1}$	-3.5769	-35,768,640.00
$γ_{2}$	4.3519	43,519,000.00
$γ_{3}$	-1.1423	-11,423,150.00
$γ_{4}$	-2.8167	-28,166,770.00
$γ_{5}$	9.4096	94,096,410.00
$γ_{6}$	-10.7115	-107,114,800.00

Estimation Period:
Aug 11, 2011 to Jun 27, 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