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

V-Lab

Shanghai Electric Power Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, October 9th, 2025:12.28 (3.29)

Analysis last updated: Wednesday, October 1, 2025 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.2500	1.54
$β$	0.7575	93.65
$γ$	-0.0190	-0.06
$λ_{1}$	0.4832	2.98
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9982	302.02

Estimation Period:
Oct 29, 2003 to Sep 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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