United Motors 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 Wednesday, April 8th, 2026
1 Day
3,104.78
increased by 129.30
1 Week
2,909.69
decreased by 65.79
1 Month
2,114.00
decreased by 861.48
Analysis last updated: Wednesday, April 8, 2026 at 08:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0230 | 0.95 | |
| 0.0309 | 9.04 | |
| 0.9719 | 811.24 | |
| -0.0055 | -0.88 |
Estimation Period:
Aug 11, 1997 to Apr 2, 2026
Aug 11, 1997 to Apr 2, 2026
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