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V-Lab

AT&T Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

11.93

decreased by 0.39

1 Week

12.46

increased by 0.14

1 Month

13.51

increased by 1.19

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-SMEM

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 0.998, illiquidity shocks have a half-life of 360 trading days (~1.4 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

1.0240
11.10***
α

ARCH

Response to squared shocks

0.0459
12.36***
β

GARCH

Volatility persistence

0.9522
252.71***
γi Spline Coefficients
K=2
γ1-0.0081
-3.15***
γ20.0162
3.13***

Persistence:

0.998

Half-life:

360 days