National Bank of Kenya Ltd Spline ILLIQ Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7385 | 0.01 | |
| 0.1152 | 0.00 | |
| 0.8848 | 0.01 | |
| -0.4047 | -0.00 | |
| 0.0122 | 0.00 | |
| 0.5402 | 0.00 | |
| 0.0360 | 0.00 | |
| -0.2551 | -0.00 | |
| 0.2032 | 0.00 | |
| -0.3366 | -0.01 |
Estimation Period:
Nov 28, 1994 to Aug 30, 2019
Nov 28, 1994 to Aug 30, 2019
News Impact Curve
Liquidity Forecasts
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