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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=2
| γ1 | -0.0081 | -3.15*** |
| γ2 | 0.0162 | 3.13*** |
Persistence:
0.998
Half-life:
360 days
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