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Atara Biotherapeutics Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

66,104.99

decreased by 1,685.60

1 Week

65,402.06

decreased by 2,388.53

1 Month

57,890.57

decreased by 9,900.02

Analysis last updated: Tuesday, July 14, 2026 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Atara Biotherapeutics Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 16, 2014 to Jul 10, 2026

Model Insight

With persistence 0.992, illiquidity shocks have a half-life of 81 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0452
7.40***
α

ARCH

Response to squared shocks

0.1130
12.32***
β

GARCH

Volatility persistence

0.8786
91.27***
γi Spline Coefficients
K=1
γ10.0479
6.16***

Persistence:

0.992

Half-life:

81 days