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, June 23rd, 2026
1 Day
1,828.06
increased by 21.33
1 Week
1,833.28
increased by 26.55
1 Month
1,984.32
increased by 177.59
Analysis last updated: Tuesday, June 23, 2026 at 07:31 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 | |
| 0.0106 | 14.44 | |
| 0.9871 | 1,607.65 | |
| 0.0047 | 3.57 |
Estimation Period:
Jan 14, 1991 to Jun 19, 2026
Jan 14, 1991 to Jun 19, 2026
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