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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

Date Range:

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graph of British American Tobacco Kenya Ltd ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time