V-Lab
Shanghai SSE180 ETF Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, March 4th, 2024:95.13 (-7.20)
Analysis last updated: Friday, March 1, 2024 at 02:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2664 | 9.74 | |
| 0.0494 | 18.22 | |
| 0.9225 | 499.73 | |
| 0.0508 | 12.93 |
Estimation Period:
Oct 16, 2006 to Mar 1, 2024
Oct 16, 2006 to Mar 1, 2024
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