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AT&T Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

12.36

decreased by 0.41

1 Week

12.96

increased by 0.19

1 Month

14.40

increased by 1.63

Analysis last updated: Monday, July 20, 2026 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AT&T Inc ILLIQ-AMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model Insight

With persistence 0.999, illiquidity shocks have a half-life of 996 trading days (~4.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: Illiquidity rises 79% more after negative returns

μ

ILLIQ-AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0364
6.88***
α

ARCH

Response to squared shocks

0.0309
25.36***
β

GARCH

Volatility persistence

0.9562
1,127.54***
γ

leverage

Additional response to negative shocks

0.0245
13.13***

Persistence:

0.999

Half-life:

996 days