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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0105 | 14.53 | |
| 0.9873 | 1,659.30 | |
| 0.0045 | 3.49 |
Estimation Period:
Jan 14, 1991 to May 22, 2026
Jan 14, 1991 to May 22, 2026
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