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

V-Lab

AT&T Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 16th, 2025:66.61 (0.27)

Analysis last updated: Tuesday, April 15, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9266	9,265,890.00
$α$	0.0589	588,820.00
$β$	0.9411	9,411,180.00
$γ_{1}$	0.0241	241,120.00
$γ_{2}$	-0.0327	-327,270.00
$γ_{3}$	-0.0047	-47,190.00

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts