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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 Monday, May 25th, 2026

1 Day

2,225.63

decreased by 18.56

1 Week

2,269.93

increased by 25.74

1 Month

2,357.87

increased by 113.68

Analysis last updated: Saturday, May 23, 2026 at 11:35 PM UTC

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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