V-Lab: Vnsteel - Vicasa JSC ILLIQ-MFMEM Liquidity Analysis

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Vnsteel - Vicasa JSC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, December 11th, 2025:10,363.74 (9,016.76)

Analysis last updated: Thursday, December 11, 2025 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2307	0.00
$β$	0.8542	16.57
$γ$	-0.2307	-0.00
$λ_{1}$	10.0000	0.01
$λ_{2}$	0.4388	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Mar 10, 2021 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Vnsteel - Vicasa JSC Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ