British American Tobacco Kenya 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, May 12th, 2026
1 Day
2,401.58
increased by 112.16
1 Week
2,346.60
increased by 57.18
1 Month
2,551.20
increased by 261.78
Analysis last updated: Tuesday, May 12, 2026 at 07:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0104 | 14.51 | |
| 0.9873 | 1,667.75 | |
| 0.0045 | 3.48 |
Estimation Period:
Jan 14, 1991 to May 8, 2026
Jan 14, 1991 to May 8, 2026
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