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 Wednesday, May 6th, 2026
1 Day
21.50
decreased by 0.63
1 Week
21.82
decreased by 0.31
1 Month
24.68
increased by 2.55
Analysis last updated: Friday, May 1, 2026 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4219 | 0.00 | |
| 0.2522 | 0.00 | |
| 0.7478 | 0.00 | |
| -0.1197 | 0.00 | |
| -0.3700 | 0.00 | |
| 0.9102 | 0.03 | |
| -0.6462 | -0.01 | |
| 0.4038 | 0.01 |
Estimation Period:
Oct 29, 2003 to Apr 30, 2026
Oct 29, 2003 to Apr 30, 2026
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