V-Lab: Shanghai Electric Power Co Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Shanghai Electric Power Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 30th, 2025:30.42 (0.75)

Analysis last updated: Friday, May 30, 2025 at 08:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2626	7.64
$α$	0.1927	6.50
$β$	0.7932	169.19
$γ$	0.0284	0.80

Estimation Period:
Oct 29, 2003 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shanghai Electric Power Co Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM