V-Lab: Ceylon Hotels Corp Plc Spline ILLIQ Liquidity Analysis

V-Lab

Ceylon Hotels Corp Plc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:4,980.53 (-414.77)

Analysis last updated: Sunday, September 21, 2025 at 03:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6075	1.70
$α$	0.1159	5.37
$β$	0.8826	40.02
$γ_{1}$	-1.6091	-1.93
$γ_{2}$	6.8753	5.38
$γ_{3}$	-10.1601	-8.79
$γ_{4}$	6.3607	4.18
$γ_{5}$	-2.5675	-1.31
$γ_{6}$	2.6625	1.21
$γ_{7}$	-2.7881	-1.71
$γ_{8}$	1.0547	1.20
$γ_{9}$	1.2683	1.63
$γ_{10}$	-2.9971	-2.66

Estimation Period:
Aug 6, 2008 to Sep 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Ceylon Hotels Corp Plc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM