V-Lab: CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

V-Lab

CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, July 3rd, 2025:11.09 (1.38)

Analysis last updated: Thursday, July 3, 2025 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9403	6.02
$α$	0.2195	1.47
$β$	0.7804	5.23
$γ_{1}$	-0.5647	-1.18
$γ_{2}$	1.3131	1.23

Estimation Period:
Aug 18, 2008 to Jun 27, 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