V-Lab: CNNC International Ltd Spline ILLIQ Liquidity Analysis

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CNNC International Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, December 10th, 2025:5,058.60 (650.07)

Analysis last updated: Wednesday, December 10, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5932	0.00
$α$	0.1095	0.00
$β$	0.8905	0.00
$γ_{1}$	1.6573	0.00
$γ_{2}$	-7.2992	-0.00
$γ_{3}$	11.0769	0.00
$γ_{4}$	-9.1116	-0.00
$γ_{5}$	9.7836	0.00
$γ_{6}$	-9.3919	-0.00
$γ_{7}$	2.4924	0.00
$γ_{8}$	1.2500	0.00
$γ_{9}$	-3.2164	-0.00

Estimation Period:
Mar 15, 2007 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other CNNC International Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM