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, May 18th, 2026
1 Day
24.15
increased by 2.77
1 Week
20.96
decreased by 0.42
1 Month
22.03
increased by 0.65
Analysis last updated: Saturday, May 16, 2026 at 06:37 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7908 | 5.97 | |
| 0.1874 | 6.42 | |
| 0.7973 | 178.77 | |
| 0.0306 | 0.85 |
Estimation Period:
Oct 29, 2003 to May 15, 2026
Oct 29, 2003 to May 15, 2026
Other Shanghai Electric Power Co Ltd Analyses
Other Asymmetric ILLIQ Analyses on International Equities