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 Thursday, April 17th, 2025:22.34 (-4.14)

Analysis last updated: Thursday, April 17, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3464	8.13
$α$	0.1936	6.52
$β$	0.7926	168.29
$γ$	0.0274	0.78

Estimation Period:
Oct 29, 2003 to Apr 11, 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