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

V-Lab

Vicem Haivan Cement Jsc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:308.54 (-40.04)

Analysis last updated: Saturday, May 31, 2025 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9064	0.00
$α$	0.1659	0.00
$β$	0.8341	0.00
$γ_{1}$	-3.6343	-0.00
$γ_{2}$	4.4235	0.00
$γ_{3}$	-1.0873	-0.00
$γ_{4}$	-2.9161	-0.01
$γ_{5}$	9.1928	0.00
$γ_{6}$	-9.9088	-0.00

Estimation Period:
Aug 11, 2011 to May 23, 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