NCBA Group Plc Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, June 2nd, 2026
1 Day
1,188.23
decreased by 22.30
1 Week
1,207.12
decreased by 3.41
1 Month
1,341.76
increased by 131.23
Analysis last updated: Sunday, May 31, 2026 at 01:04 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.24 | |
| 0.0152 | 13.18 | |
| 0.9641 | 470.77 | |
| 0.0413 | 5.04 |
Estimation Period:
Jan 10, 1991 to May 29, 2026
Jan 10, 1991 to May 29, 2026
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