V-Lab: Lanka Tiles Plc Spline ILLIQ Liquidity Analysis

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Lanka Tiles Plc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 15th, 2025:5,955.25 (-1,465.86)

Analysis last updated: Sunday, December 14, 2025 at 05:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5012	3.51
$α$	0.2223	6.74
$β$	0.7208	17.56
$γ_{1}$	1.9005	3.15
$γ_{2}$	-3.8223	-3.68
$γ_{3}$	4.2188	4.62
$γ_{4}$	-3.0710	-2.89
$γ_{5}$	-0.8855	-0.88
$γ_{6}$	3.7195	5.38
$γ_{7}$	-4.5336	-11.15
$γ_{8}$	5.0809	14.38
$γ_{9}$	-3.9703	-9.51
$γ_{10}$	2.2015	3.74

Estimation Period:
Aug 11, 1997 to Dec 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Lanka Tiles Plc Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM