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 Monday, June 15th, 2026
1 Day
23.07
decreased by 4.14
1 Week
26.63
decreased by 0.58
1 Month
23.91
decreased by 3.30
Analysis last updated: Saturday, June 13, 2026 at 06:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7781 | 5.86 | |
| 0.1868 | 6.40 | |
| 0.7977 | 179.25 | |
| 0.0311 | 0.87 |
Estimation Period:
Oct 29, 2003 to Jun 12, 2026
Oct 29, 2003 to Jun 12, 2026
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