V-Lab
ICBC Credit Suisse Shenzhen Stock Exchange Dividend Price Index ETF Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, March 4th, 2024:226.49 (-7.64)
Analysis last updated: Friday, March 1, 2024 at 03:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5222 | 5221950.00 | |
| 0.0983 | 983140.00 | |
| 0.9017 | 9016810.00 | |
| 2.1526 | 21525520.00 | |
| -5.5751 | -55750900.00 | |
| 5.9216 | 59216330.00 | |
| -5.5704 | -55703980.00 | |
| 4.7764 | 47763780.00 | |
| -1.6444 | -16444130.00 | |
| 0.1240 | 1240130.00 | |
| 0.0281 | 280520.00 |
Estimation Period:
Jan 11, 2011 to Mar 1, 2024
Jan 11, 2011 to Mar 1, 2024
News Impact Curve
Liquidity Forecasts
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