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

V-Lab

AT&T Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 23rd, 2025:13.99 (-0.07)

Analysis last updated: Thursday, May 22, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1139	11.60
$α$	0.0490	11.50
$β$	0.9427	193.14
$γ_{1}$	-0.0634	-7.21
$γ_{2}$	0.0717	5.10
$γ_{3}$	-0.0027	-0.27
$γ_{4}$	0.0019	0.21
$γ_{5}$	-0.0060	-0.49

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts