V-Lab: American Tower Corp Spline ILLIQ Liquidity Analysis

V-Lab

American Tower Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:23.69 (-0.94)

Analysis last updated: Friday, May 16, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1739	1.47
$α$	0.0968	12.47
$β$	0.8856	101.46
$γ_{1}$	-0.0325	-0.48
$γ_{2}$	0.0551	0.67
$γ_{3}$	-0.0231	-1.01
$γ_{4}$	0.0097	0.57
$γ_{5}$	-0.0102	-0.44

Estimation Period:
Feb 27, 1998 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts