Ceylon Cold Stores Ltd 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 Thursday, April 9th, 2026
1 Day
3,613.32
increased by 844.23
1 Week
2,948.97
increased by 179.88
1 Month
2,231.60
decreased by 537.49
Analysis last updated: Thursday, April 9, 2026 at 08:46 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.74 | |
| 0.0250 | 9.18 | |
| 0.9661 | 418.40 | |
| 0.0178 | 2.73 |
Estimation Period:
Aug 11, 1997 to Apr 2, 2026
Aug 11, 1997 to Apr 2, 2026
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