V-Lab: CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

V-Lab

CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:13.51 (0.77)

Analysis last updated: Thursday, May 1, 2025 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0608	7.65
$α$	0.0744	3.86
$β$	0.9256	48.07
$γ_{1}$	-0.0090	-0.17
$γ_{2}$	0.0209	0.32

Estimation Period:
Aug 18, 2008 to Apr 30, 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