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 7th, 2026
1 Day
36.34
increased by 1.26
1 Week
33.86
decreased by 1.22
1 Month
24.69
decreased by 10.39
Analysis last updated: Saturday, April 4, 2026 at 11:57 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5854 | 0.03 | |
| 0.2512 | 0.00 | |
| 0.7487 | 0.00 | |
| 0.7158 | 0.01 | |
| -2.0989 | -0.01 | |
| 2.1288 | 0.00 | |
| -0.6879 | 0.00 | |
| -0.2548 | 0.00 | |
| 0.2256 | 0.00 | |
| 0.0115 | 0.00 |
Estimation Period:
Oct 29, 2003 to Apr 3, 2026
Oct 29, 2003 to Apr 3, 2026
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