V-Lab: CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

V-Lab

CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 20th, 2025:13.82 (0.02)

Analysis last updated: Tuesday, May 20, 2025 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0591	7.12
$α$	0.0747	2.74
$β$	0.9253	34.09
$γ_{1}$	-0.0022	-0.02

Estimation Period:
Aug 18, 2008 to May 16, 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