V-Lab: CRRC Corp Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

CRRC Corp Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 11th, 2025:13.91 (0.55)

Analysis last updated: Saturday, August 9, 2025 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7646	13.36
$α$	0.1896	21.33
$β$	0.7801	312.53
$γ$	0.0589	3.76

Estimation Period:
Aug 18, 2008 to Aug 8, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other CRRC Corp Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM