Shanghai Electric Power Co Ltd Asymmetric 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, June 9th, 2026
1 Day
26.63
increased by 7.31
1 Week
20.94
increased by 1.62
1 Month
22.64
increased by 3.32
Analysis last updated: Tuesday, June 9, 2026 at 06:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7742 | 5.81 | |
| 0.1868 | 6.40 | |
| 0.7976 | 179.24 | |
| 0.0313 | 0.87 |
Estimation Period:
Oct 29, 2003 to Jun 5, 2026
Oct 29, 2003 to Jun 5, 2026
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