V-Lab: CRRC Corp Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

CRRC Corp Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:11.90 (-0.63)

Analysis last updated: Saturday, September 13, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7513	13.63
$α$	0.1887	21.20
$β$	0.7814	313.05
$γ$	0.0578	3.69

Estimation Period:
Aug 18, 2008 to Sep 12, 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