Tokyo Cement Co (Lanka) 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 Tuesday, June 2nd, 2026
1 Day
2,808.33
increased by 847.77
1 Week
2,187.25
increased by 226.69
1 Month
2,303.34
increased by 342.78
Analysis last updated: Tuesday, June 2, 2026 at 08:49 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.19 | |
| 0.0374 | 0.92 | |
| 0.9744 | 442.70 | |
| -0.0236 | -0.49 |
Estimation Period:
Aug 11, 1997 to May 29, 2026
Aug 11, 1997 to May 29, 2026
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