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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, 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

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