V-Lab: CRRC Corp Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

CRRC Corp Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, May 20th, 2025:14.81 (0.37)

Analysis last updated: Tuesday, May 20, 2025 at 08:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0770	0.10
$β$	0.6067	3.42
$γ$	0.2642	0.17
$λ_{1}$	3.2098	0.08
$λ_{2}$	0.9996	0.09
$λ_{3}$	0.0004	0.11

Estimation Period:
Aug 18, 2008 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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