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, April 27th, 2026
1 Day
21.49
increased by 4.26
1 Week
20.73
increased by 3.50
1 Month
29.97
increased by 12.74
Analysis last updated: Saturday, April 25, 2026 at 06:55 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7977 | 6.02 | |
| 0.1876 | 6.43 | |
| 0.7972 | 178.58 | |
| 0.0304 | 0.85 |
Estimation Period:
Oct 29, 2003 to Apr 24, 2026
Oct 29, 2003 to Apr 24, 2026
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