V-Lab: CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

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CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, November 26th, 2025:16.58 (-3.01)

Analysis last updated: Wednesday, November 26, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0036	6.25
$α$	0.2113	13.13
$β$	0.7863	44.31
$γ_{1}$	-0.0659	-0.19
$γ_{2}$	-0.8369	-1.39
$γ_{3}$	2.1340	4.67
$γ_{4}$	-1.7294	-6.02
$γ_{5}$	0.5486	2.72

Estimation Period:
Aug 18, 2008 to Nov 21, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other CRRC Corp Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM