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, July 6th, 2026
1 Day
28.44
increased by 0.52
1 Week
28.35
increased by 0.43
1 Month
22.23
decreased by 5.69
Analysis last updated: Saturday, July 4, 2026 at 06:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5484 | 0.01 | |
| 0.2495 | 0.00 | |
| 0.7505 | 0.01 | |
| 0.5545 | 0.01 | |
| -1.1025 | -0.04 | |
| 0.0058 | 0.00 | |
| 1.2433 | 0.01 | |
| -0.7767 | -0.01 | |
| -0.1255 | 0.00 | |
| 0.3589 | 0.01 | |
| -0.2859 | -0.01 |
Estimation Period:
Oct 29, 2003 to Jul 3, 2026
Oct 29, 2003 to Jul 3, 2026
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