V-Lab: Guotai Shanghai Stock Exchange 180 Financial Index ETF Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Guotai Shanghai Stock Exchange 180 Financial Index ETF Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, March 4th, 2024:161.73 (-15.55)

Analysis last updated: Friday, March 1, 2024 at 02:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3136	4.42
$α$	0.0766	16.68
$β$	0.8877	352.67
$γ$	0.0660	9.17

Estimation Period:
May 23, 2011 to Mar 1, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Guotai Shanghai Stock Exchange 180 Financial Index ETF Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM