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

V-Lab

CRRC Corp Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, July 28th, 2025:14.03 (2.14)

Analysis last updated: Saturday, July 26, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0768	0.10
$β$	0.6078	3.60
$γ$	0.2937	0.21
$λ_{1}$	3.3961	0.08
$λ_{2}$	0.9996	0.10
$λ_{3}$	0.0004	0.12

Estimation Period:
Aug 18, 2008 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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