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, August 18th, 2025:28.36 (6.99)

Analysis last updated: Sunday, August 17, 2025 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.2499	1.50
$β$	0.7576	94.76
$γ$	-0.0189	-0.06
$λ_{1}$	0.5240	2.93
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9982	296.81

Estimation Period:
Oct 29, 2003 to Aug 15, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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