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 Tuesday, July 29th, 2025:3,343.02 (-100.84)

Analysis last updated: Wednesday, July 30, 2025 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9281	5.68
$α$	0.0691	4.80
$β$	0.7809	13.17
$γ_{1}$	0.1872	5.66
$γ_{2}$	-0.3602	-6.51
$γ_{3}$	0.2990	4.84
$γ_{4}$	-0.1554	-2.53
$γ_{5}$	0.0522	1.08
$γ_{6}$	-0.0634	-1.52
$γ_{7}$	-0.0238	-0.42

Estimation Period:
Jan 14, 1991 to Jul 25, 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