V-Lab: CRRC Corp Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

CRRC Corp Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 16th, 2025:15.38 (-2.54)

Analysis last updated: Wednesday, April 16, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7994	12.69
$α$	0.1899	21.38
$β$	0.7789	312.54
$γ$	0.0609	3.88

Estimation Period:
Aug 18, 2008 to Apr 11, 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