V-Lab: Seylan Bank PLC ILLIQ-MFMEM Liquidity Analysis

V-Lab

Seylan Bank PLC ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:6,813.88 (-478.47)

Analysis last updated: Sunday, June 29, 2025 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1440	3.26
$β$	0.9208	320.38
$γ$	-0.1295	-1.40
$λ_{1}$	10.0000	0.03
$λ_{2}$	0.0006	7.12
$λ_{3}$	0.9994	1,762.65

Estimation Period:
Aug 11, 1997 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Seylan Bank PLC Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ