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

V-Lab

Shanghai Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 20th, 2025:12.66 (-1.59)

Analysis last updated: Tuesday, May 20, 2025 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5266	4.05
$α$	0.2567	8.96
$β$	0.7432	26.02
$γ_{1}$	0.5011	4.63
$γ_{2}$	-1.5687	-8.80
$γ_{3}$	1.8588	3.37
$γ_{4}$	-0.9551	-1.69
$γ_{5}$	0.0382	0.12
$γ_{6}$	0.2801	1.51

Estimation Period:
Oct 29, 2003 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Shanghai Electric Power Co Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM