V-Lab: British American Tobacco Kenya Ltd Spline ILLIQ Liquidity Analysis

V-Lab

British American Tobacco Kenya Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:4,274.38 (-186.04)

Analysis last updated: Sunday, June 1, 2025 at 02:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9501	5.70
$α$	0.0692	4.79
$β$	0.7815	13.22
$γ_{1}$	0.1925	5.72
$γ_{2}$	-0.3680	-6.47
$γ_{3}$	0.3013	4.75
$γ_{4}$	-0.1544	-2.47
$γ_{5}$	0.0519	1.06
$γ_{6}$	-0.0638	-1.51
$γ_{7}$	-0.0180	-0.30

Estimation Period:
Jan 14, 1991 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other British American Tobacco Kenya Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM