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 29th, 2026
1 Day
6,328.92
decreased by 166.01
1 Week
6,582.43
increased by 87.50
1 Month
6,915.59
increased by 420.66
Analysis last updated: Wednesday, April 29, 2026 at 09:10 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 | |
| 0.0248 | 13.45 | |
| 0.9697 | 620.78 | |
| 0.0111 | 3.53 |
Estimation Period:
Sep 9, 2014 to Apr 24, 2026
Sep 9, 2014 to Apr 24, 2026
Other Nairobi Secrties Exchnge Plc Analyses
Other Asymmetric ILLIQ Analyses on International Equities