V-Lab: CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

V-Lab

CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, October 9th, 2025:11.16 (0.78)

Analysis last updated: Wednesday, October 1, 2025 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7335	0.03
$α$	0.2258	0.00
$β$	0.7742	0.01
$γ_{1}$	-0.7588	-0.01
$γ_{2}$	1.1658	0.01
$γ_{3}$	-0.6340	-0.01

Estimation Period:
Aug 18, 2008 to Sep 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