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 Monday, July 7th, 2025:19.88 (-0.87)

Analysis last updated: Saturday, July 5, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.2508	1.50
$β$	0.7569	94.61
$γ$	-0.0193	-0.06
$λ_{1}$	0.5193	2.95
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9982	296.81

Estimation Period:
Oct 29, 2003 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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