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

V-Lab

CRRC Corp Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, September 12th, 2025:13.92 (1.89)

Analysis last updated: Friday, September 12, 2025 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0756	0.10
$β$	0.6086	3.70
$γ$	0.2896	0.21
$λ_{1}$	3.2837	0.08
$λ_{2}$	0.9997	0.09
$λ_{3}$	0.0003	0.12

Estimation Period:
Aug 18, 2008 to Sep 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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