V-Lab: AT&T Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

AT&T Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, November 12th, 2024:14.58 (-0.93)

Analysis last updated: Monday, November 11, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0673	1.67
$β$	0.8634	37.11
$γ$	-0.0673	-0.63
$λ_{1}$	0.0348	6.01
$λ_{2}$	0.0786	2.55
$λ_{3}$	0.9186	11.31

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts