V-Lab: American Tower Corp Spline ILLIQ Liquidity Analysis

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V-Lab

American Tower Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:24.03 (-2.08)

Analysis last updated: Friday, April 19, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3717	3.89
$α$	0.1012	14.31
$β$	0.8815	118.45
$γ_{1}$	0.0062	1.43
$γ_{2}$	-0.0004	-0.06

Estimation Period:
Feb 27, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts