American Tower Corp Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, June 29th, 2026
1 Day
36.99
increased by 4.35
1 Week
31.02
decreased by 1.62
1 Month
28.12
decreased by 4.52
Analysis last updated: Friday, June 26, 2026 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0644 | 0.01 | |
| 0.0934 | 0.01 | |
| 0.9066 | 0.07 | |
| 0.0237 | 0.00 |
Estimation Period:
Feb 27, 1998 to Jun 26, 2026
Feb 27, 1998 to Jun 26, 2026
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