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, April 7th, 2026
1 Day
39.05
increased by 1.54
1 Week
36.42
decreased by 1.09
1 Month
26.82
decreased by 10.69
Analysis last updated: Saturday, April 4, 2026 at 11:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8168 | 6.17 | |
| 0.1877 | 6.43 | |
| 0.7972 | 178.29 | |
| 0.0303 | 0.85 |
Estimation Period:
Oct 29, 2003 to Apr 3, 2026
Oct 29, 2003 to Apr 3, 2026
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