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, April 28th, 2026
1 Day
9.74
increased by 0.12
1 Week
8.97
decreased by 0.65
1 Month
13.57
increased by 3.95
Analysis last updated: Tuesday, April 28, 2026 at 06:24 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7526 | 0.02 | |
| 0.2190 | 0.00 | |
| 0.7810 | 0.00 | |
| -0.7490 | 0.00 | |
| 1.1710 | 0.00 | |
| -0.6537 | 0.00 |
Estimation Period:
Aug 18, 2008 to Apr 24, 2026
Aug 18, 2008 to Apr 24, 2026
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