Shanghai Electric Power Co Ltd Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, May 25th, 2026
1 Day
24.00
decreased by 1.60
1 Week
26.19
increased by 0.59
1 Month
22.69
decreased by 2.91
Analysis last updated: Saturday, May 23, 2026 at 06:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4379 | 0.01 | |
| 0.2503 | 0.00 | |
| 0.7497 | 0.00 | |
| -0.1116 | 0.00 | |
| -0.3621 | 0.00 | |
| 0.8858 | 0.04 | |
| -0.6373 | -0.10 | |
| 0.4090 | 0.02 |
Estimation Period:
Oct 29, 2003 to May 22, 2026
Oct 29, 2003 to May 22, 2026
Other Shanghai Electric Power Co Ltd Analyses
Other Spline ILLIQ Analyses on International Equities