CRRC Corp Ltd Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, June 9th, 2026
1 Day
8.29
increased by 2.29
1 Week
7.26
increased by 1.26
1 Month
7.80
increased by 1.80
Analysis last updated: Tuesday, June 9, 2026 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4468 | 4,467,740.00 | |
| 0.2508 | 2,508,190.00 | |
| 0.7492 | 7,491,800.00 | |
| 0.3094 | 3,093,560.00 |
Estimation Period:
Aug 18, 2008 to Jun 5, 2026
Aug 18, 2008 to Jun 5, 2026
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