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, July 6th, 2026
1 Day
31.05
decreased by 0.16
1 Week
31.21
increased by 0.00
1 Month
25.51
decreased by 5.70
Analysis last updated: Saturday, July 4, 2026 at 06:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7805 | 5.92 | |
| 0.1865 | 6.39 | |
| 0.7979 | 179.50 | |
| 0.0312 | 0.87 |
Estimation Period:
Oct 29, 2003 to Jul 3, 2026
Oct 29, 2003 to Jul 3, 2026
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