V-Lab
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 ·

All

graph of Harvest CSI Medicine and Health Care ETF Index Fund ILLIQ-SMEM
paramt-stat
ω0.67092.15
α0.15774.04
β0.841921.43
γ11.75860.39
γ2-1.2236-0.17
γ3-3.1784-0.59
γ43.78180.80
γ5-3.6764-0.72
γ67.57341.25
γ7-19.8175-1.77
γ832.45702.25
γ9-22.0786-2.40
γ101.31590.16
Estimation Period:
Aug 1, 2014 to Oct 28, 2022
Impact of return on liquidity tomorrow
Liquidity Forecasts