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Crown Castle Inc 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, July 20th, 2026

1 Day

49.32

decreased by 1.75

1 Week

52.55

increased by 1.48

1 Month

56.84

increased by 5.77

Analysis last updated: Friday, July 17, 2026 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Crown Castle Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Aug 18, 1998 to Jul 17, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 693147 trading days (~2750.6 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

1.0664
α

ARCH

Response to squared shocks

0.0802
β

GARCH

Volatility persistence

0.9198
γi Spline Coefficients
K=2
γ10.0597
γ2-0.1140

Persistence:

1.000

Half-life:

693147 days