V-Lab: E FUND SZSE100 INDEX FUND ILLIQ-MFMEM Liquidity Analysis

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V-Lab

E FUND SZSE100 INDEX FUND ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, March 4th, 2024:108.97 (-7.99)

Analysis last updated: Friday, March 1, 2024 at 02:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1060	5.58
$β$	0.8896	91.84
$γ$	0.0087	0.39
$λ_{1}$	8.4314	11.38
$λ_{2}$	0.0013	1.26
$λ_{3}$	0.9985	808.53

Estimation Period:
Oct 16, 2006 to Mar 1, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other E FUND SZSE100 INDEX FUND Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ