Ceylon Tobacco Co 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 Monday, March 30th, 2026
1 Day
2,389.92
increased by 400.31
1 Week
2,081.45
increased by 91.84
1 Month
2,012.48
increased by 22.87
Analysis last updated: Sunday, March 29, 2026 at 04:39 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.68 | |
| 0.0179 | 16.89 | |
| 0.9757 | 960.33 | |
| 0.0129 | 3.23 |
Estimation Period:
Nov 17, 2003 to Mar 27, 2026
Nov 17, 2003 to Mar 27, 2026
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