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

V-Lab

Vicem Haivan Cement Jsc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:3,196.08 (-538.13)

Analysis last updated: Friday, May 9, 2025 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9410	9,410,170.00
$α$	0.1620	1,619,850.00
$β$	0.8380	8,380,110.00
$γ_{1}$	-3.8036	-38,035,960.00
$γ_{2}$	4.6223	46,222,600.00
$γ_{3}$	-1.0994	-10,993,780.00
$γ_{4}$	-2.8319	-28,319,140.00
$γ_{5}$	8.6285	86,285,140.00
$γ_{6}$	-8.5034	-85,034,360.00

Estimation Period:
Aug 11, 2011 to Apr 29, 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