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

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Shanghai Electric Power Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, November 4th, 2025:10.54 (-0.35)

Analysis last updated: Tuesday, November 4, 2025 at 08:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5065	0.07
$α$	0.2517	0.00
$β$	0.7483	0.01
$γ_{1}$	0.7138	0.01
$γ_{2}$	-2.0047	-1.14
$γ_{3}$	1.8271	0.01
$γ_{4}$	-0.3501	-0.00
$γ_{5}$	-0.3758	-0.00
$γ_{6}$	0.1593	0.01
$γ_{7}$	0.1621	0.00

Estimation Period:
Oct 29, 2003 to Oct 31, 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