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, November 24th, 2025:17.27 (4.71)

Analysis last updated: Saturday, November 22, 2025 at 09:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.2503	1.59
$β$	0.7574	93.14
$γ$	-0.0194	-0.06
$λ_{1}$	0.4388	3.04
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9982	308.08

Estimation Period:
Oct 29, 2003 to Nov 21, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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