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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Oct 16, 2014 to Jul 10, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | 0.0479 | 6.16*** |
Persistence:
0.992
Half-life:
81 days
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