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 Tuesday, April 14th, 2026
1 Day
30.21
decreased by 5.90
1 Week
35.81
decreased by 0.30
1 Month
31.30
decreased by 4.81
Analysis last updated: Tuesday, April 14, 2026 at 06:13 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4196 | 0.00 | |
| 0.2565 | 0.00 | |
| 0.7434 | 0.00 | |
| 0.0170 | 0.00 | |
| -0.4952 | 0.00 | |
| 0.8836 | 0.02 | |
| -0.6290 | -0.45 | |
| 0.4128 | 0.07 |
Estimation Period:
Oct 29, 2003 to Apr 10, 2026
Oct 29, 2003 to Apr 10, 2026
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