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

V-Lab

CRRC Corp Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, June 19th, 2025:16.67 (0.01)

Analysis last updated: Thursday, June 19, 2025 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0770	0.10
$β$	0.6058	3.56
$γ$	0.2913	0.21
$λ_{1}$	3.4466	0.08
$λ_{2}$	0.9997	0.09
$λ_{3}$	0.0003	0.12

Estimation Period:
Aug 18, 2008 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other CRRC Corp Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ