V-Lab: ICBC Credit Suisse Shenzhen Stock Exchange Dividend Price Index ETF ILLIQ-MFMEM Liquidity Analysis

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V-Lab

ICBC Credit Suisse Shenzhen Stock Exchange Dividend Price Index ETF ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, March 4th, 2024:286.97 (-10.37)

Analysis last updated: Friday, March 1, 2024 at 03:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1418	0.18
$β$	0.9032	116.88
$γ$	-0.1418	-0.10
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.1568	0.38
$λ_{3}$	0.8239	1.65

Estimation Period:
Jan 11, 2011 to Mar 1, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other ICBC Credit Suisse Shenzhen Stock Exchange Dividend Price Index ETF Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ