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	param	t-stat
$ω$	0.1012	6.77
$α$	0.1773	8.05
$β$	0.8264	440.29
$γ$	-0.0073	-0.23

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CITIC Securities Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:2.30 (0.25)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other CITIC Securities Co Ltd Analyses