V-Lab: Harvest CSI Medicine and Health Care ETF Index Fund Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Harvest CSI Medicine and Health Care ETF Index Fund Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 31st, 2022:63782.79 (-3250.16)

Analysis last updated: Friday, October 28, 2022 at 01:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6709	2.15
$α$	0.1577	4.04
$β$	0.8419	21.43
$γ_{1}$	1.7586	0.39
$γ_{2}$	-1.2236	-0.17
$γ_{3}$	-3.1784	-0.59
$γ_{4}$	3.7818	0.80
$γ_{5}$	-3.6764	-0.72
$γ_{6}$	7.5734	1.25
$γ_{7}$	-19.8175	-1.77
$γ_{8}$	32.4570	2.25
$γ_{9}$	-22.0786	-2.40
$γ_{10}$	1.3159	0.16

Estimation Period:
Aug 1, 2014 to Oct 28, 2022

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts