Nairobi Secrties Exchnge 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 Wednesday, April 8th, 2026
1 Day
6,773.50
increased by 402.21
1 Week
6,550.85
increased by 179.56
1 Month
7,526.47
increased by 1,155.18
Analysis last updated: Wednesday, April 8, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.18 | |
| 0.0251 | 13.38 | |
| 0.9693 | 590.32 | |
| 0.0111 | 3.48 |
Estimation Period:
Sep 9, 2014 to Apr 2, 2026
Sep 9, 2014 to Apr 2, 2026
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