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

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Shanghai Electric Power Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:16.53 (0.53)

Analysis last updated: Saturday, October 11, 2025 at 08:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.2501	1.52
$β$	0.7573	93.83
$γ$	-0.0188	-0.06
$λ_{1}$	0.4991	2.95
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9982	300.02

Estimation Period:
Oct 29, 2003 to Oct 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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