Lanka Realty Investments Plc Asymmetric 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, June 16th, 2026
1 Day
6,020.66
decreased by 133.90
1 Week
6,062.64
decreased by 91.92
1 Month
5,666.86
decreased by 487.70
Analysis last updated: Tuesday, June 16, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.05 | |
| 0.0143 | 6.13 | |
| 0.9730 | 821.75 | |
| 0.0255 | 5.58 |
Estimation Period:
Aug 11, 1997 to Jun 12, 2026
Aug 11, 1997 to Jun 12, 2026
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