V-Lab: Co-operative Bank of Kenya Ltd/The Asymmetric ILLIQ Liquidity Analysis

V-Lab

Co-operative Bank of Kenya Ltd/The Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:3,046.50 (-94.17)

Analysis last updated: Thursday, May 8, 2025 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	4.67
$α$	0.0177	8.03
$β$	0.9605	682.64
$γ$	0.0435	12.51

Estimation Period:
Dec 26, 2008 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Co-operative Bank of Kenya Ltd/The Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM