V-Lab: Huatai-Pinebridge CSI 300 ETF Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Huatai-Pinebridge CSI 300 ETF Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, March 4th, 2024:1.83 (-0.02)

Analysis last updated: Friday, March 1, 2024 at 02:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0116	3.99
$α$	0.0514	15.99
$β$	0.9367	480.12
$γ$	0.0211	4.03

Estimation Period:
May 28, 2012 to Mar 1, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Huatai-Pinebridge CSI 300 ETF Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM