V-Lab: Vien Lien Jsc Spline ILLIQ Liquidity Analysis

V-Lab

Vien Lien Jsc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:8,876.43 (-1,963.08)

Analysis last updated: Thursday, July 31, 2025 at 03:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6545	2.87
$α$	0.1844	7.52
$β$	0.8127	35.31
$γ_{1}$	-5.9167	-1.52
$γ_{2}$	12.7207	1.67
$γ_{3}$	-9.3089	-1.77
$γ_{4}$	2.8935	1.50
$γ_{5}$	-1.2806	-1.24
$γ_{6}$	1.4408	2.47
$γ_{7}$	-1.5426	-3.09
$γ_{8}$	1.9812	2.95
$γ_{9}$	-1.2414	-1.12

Estimation Period:
Dec 11, 2007 to Jul 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Vien Lien Jsc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM