This study aims to explore the innate nature of the rise of COVID-19 cases, and news coverage, in regard to context and sentiment, along with the financial metrics of the stock market ETFs that can represent a cluster of stocks within a given industry at any given time. This study uses Multivariate Time Series Analysis (VARMAX) to explore the innate nature of the data, and further propagates the use of Boosted Tree, Neural Net and Multiple Regression to explain the variance of ETF volume in the market.
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