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	param	t-stat
$ω$	5.0000	0.00
$α$	0.0825	4.27
$β$	0.9587	7.82
$γ$	-0.0825	-0.87

V-Lab

Citic Securities Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, January 27th, 2026:2,193,402,000.00 (-91,689,000.00)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Citic Securities Co Ltd Analyses