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

V-Lab

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

Liquidity Prediction for Thursday, May 8th, 2025:2,621.56 (-127.76)

Analysis last updated: Thursday, May 8, 2025 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8491	9.42
$α$	0.1870	7.31
$β$	0.3949	5.15
$γ_{1}$	1.0612	6.16
$γ_{2}$	-1.0520	-3.98
$γ_{3}$	-0.4675	-2.55
$γ_{4}$	1.4198	6.57
$γ_{5}$	-1.9453	-6.11
$γ_{6}$	1.5540	4.80
$γ_{7}$	-0.7455	-3.30
$γ_{8}$	0.1183	0.58
$γ_{9}$	0.0781	0.35
$γ_{10}$	-0.1446	-0.40

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM