Elpitiya Plantations 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, May 26th, 2026
1 Day
36,076.17
decreased by 419.94
1 Week
37,160.69
increased by 664.58
1 Month
42,357.83
increased by 5,861.72
Analysis last updated: Tuesday, May 26, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.01 | |
| 0.0102 | 3.94 | |
| 0.9815 | 362.98 | |
| 0.0166 | 2.57 |
Estimation Period:
Sep 2, 2010 to May 22, 2026
Sep 2, 2010 to May 22, 2026
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