V-Lab: Kenya Electricity Generating Co Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Kenya Electricity Generating Co Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 28th, 2025:6779.26 (-1558.20)

Analysis last updated: Sunday, April 27, 2025 at 04:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2057	0.01
$β$	0.5328	26.10
$γ$	-0.0750	-0.00
$λ_{1}$	10.0000	0.01
$λ_{2}$	0.0424	0.01
$λ_{3}$	0.9576	7.37

Estimation Period:
May 18, 2006 to Apr 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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