V-Lab: Shanghai Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Shanghai Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:28.07 (-1.98)

Analysis last updated: Saturday, April 20, 2024 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7446	0.31
$α$	0.2563	0.02
$β$	0.7437	0.05
$γ_{1}$	0.5843	0.02
$γ_{2}$	-1.8517	-0.03
$γ_{3}$	2.1433	0.02
$γ_{4}$	-0.9915	-0.01
$γ_{5}$	-0.0477	-0.00
$γ_{6}$	0.2336	0.02

Estimation Period:
Oct 29, 2003 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shanghai Electric Power Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM