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, April 27th, 2026
1 Day
18.18
increased by 5.15
1 Week
16.96
increased by 3.93
1 Month
26.75
increased by 13.72
Analysis last updated: Saturday, April 25, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6119 | 0.14 | |
| 0.2504 | 0.00 | |
| 0.7496 | 0.01 | |
| 0.6866 | 0.01 | |
| -2.0028 | -0.01 | |
| 1.9939 | 0.01 | |
| -0.5893 | 0.00 | |
| -0.2940 | 0.00 | |
| 0.2469 | 0.01 | |
| -0.0236 | 0.00 |
Estimation Period:
Oct 29, 2003 to Apr 24, 2026
Oct 29, 2003 to Apr 24, 2026
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