V-Lab
E Fund CSI 300 ETF Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, March 4th, 2024:6.49 (-0.21)
Analysis last updated: Friday, March 1, 2024 at 02:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8754 | 3.48 | |
| 0.1366 | 8.25 | |
| 0.8633 | 52.25 | |
| -0.5031 | -3.68 | |
| 0.7222 | 3.39 |
Estimation Period:
Mar 25, 2013 to Mar 1, 2024
Mar 25, 2013 to Mar 1, 2024
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