Elpitiya Plantations Spline 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
12,420.62
increased by 4,344.17
1 Week
8,328.29
increased by 251.84
1 Month
12,361.67
increased by 4,285.22
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 | |
|---|---|---|
| 0.5016 | 1.03 | |
| 0.2146 | 0.06 | |
| 0.7853 | 0.21 | |
| -1.9502 | -0.23 | |
| 0.3340 | 0.03 | |
| 2.0634 | 0.41 | |
| -1.3362 | -0.45 | |
| 3.3087 | 3.85 | |
| -6.1070 | -1.95 | |
| 6.8843 | 4.44 | |
| -4.1300 | -1.43 | |
| 0.8215 | 0.29 | |
| 0.3908 | 0.04 |
Estimation Period:
Sep 2, 2010 to May 22, 2026
Sep 2, 2010 to May 22, 2026
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