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

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Vnsteel - Vicasa JSC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, December 11th, 2025:8,718.24 (7,364.90)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7591	2.54
$α$	0.2744	7.58
$β$	0.7199	20.39
$γ_{1}$	-3.2940	-0.56
$γ_{2}$	16.5750	1.83
$γ_{3}$	-26.6416	-4.50
$γ_{4}$	17.6372	3.58
$γ_{5}$	-6.3641	-1.28
$γ_{6}$	-1.6185	-0.25
$γ_{7}$	18.7822	1.51

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM