V-Lab: CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

V-Lab

CRRC Corp Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:15.71 (2.82)

Analysis last updated: Friday, June 20, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6774	6.03
$α$	0.2153	13.30
$β$	0.7831	60.75
$γ_{1}$	-0.1706	-0.67

Estimation Period:
Aug 18, 2008 to Jun 13, 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