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 Friday, June 26th, 2026
1 Day
3,028.76
decreased by 74.45
1 Week
3,049.86
decreased by 53.35
1 Month
2,728.16
decreased by 375.05
Analysis last updated: Friday, June 26, 2026 at 09:59 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 | 0.93 | |
| 0.9744 | 444.93 | |
| -0.0235 | -0.49 |
Estimation Period:
Aug 11, 1997 to Jun 19, 2026
Aug 11, 1997 to Jun 19, 2026
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