V-Lab
V-Lab
China AMC SSE 50 ETF Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, March 4th, 2024:3.92 (-0.17)

Analysis last updated: Friday, March 1, 2024 at 02:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China AMC SSE 50 ETF ILLIQ-AMEM
paramt-stat
ω0.33391.85
α0.00000.00
β0.875320.32
γ0.24941.62
Estimation Period:
Oct 16, 2006 to Mar 1, 2024
Impact of return on liquidity tomorrow
Liquidity Forecasts