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, June 15th, 2026
1 Day
19.58
decreased by 4.93
1 Week
24.34
decreased by 0.17
1 Month
21.73
decreased by 2.78
Analysis last updated: Saturday, June 13, 2026 at 06:48 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6028 | 0.07 | |
| 0.2509 | 0.00 | |
| 0.7491 | 0.01 | |
| 0.6888 | 0.01 | |
| -2.0474 | -0.01 | |
| 2.1073 | 0.00 | |
| -0.7024 | 0.00 | |
| -0.2471 | 0.00 | |
| 0.2473 | 0.00 | |
| -0.0295 | 0.00 |
Estimation Period:
Oct 29, 2003 to Jun 12, 2026
Oct 29, 2003 to Jun 12, 2026
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