V-Lab: CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

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CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, December 16th, 2025:15.76 (2.63)

Analysis last updated: Tuesday, December 16, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8219	1.45
$α$	0.2126	0.11
$β$	0.7874	0.41
$γ_{1}$	-0.7581	-0.05
$γ_{2}$	-0.2984	-0.02
$γ_{3}$	5.6667	0.07
$γ_{4}$	-7.5010	-0.04
$γ_{5}$	3.0652	0.03
$γ_{6}$	-0.2434	-0.05
$γ_{7}$	-0.0074	-0.00
$γ_{8}$	0.1515	0.04

Estimation Period:
Aug 18, 2008 to Dec 12, 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