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Harvest CSI 300 Index ETF Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, March 4th, 2024:6.23 (-0.14)
Analysis last updated: Friday, March 1, 2024 at 03:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0632 | 4.50 | |
| 0.0549 | 17.14 | |
| 0.9203 | 432.70 | |
| 0.0481 | 10.11 |
Estimation Period:
May 28, 2012 to Mar 1, 2024
May 28, 2012 to Mar 1, 2024
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