AT&T Inc Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, June 18th, 2026
1 Day
14.18
increased by 0.69
1 Week
13.71
increased by 0.22
1 Month
13.49
increased by 0.00
Analysis last updated: Wednesday, June 17, 2026 at 10:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0075 | 11.03 | |
| 0.0444 | 12.72 | |
| 0.9556 | 162.30 | |
| 0.0024 | 0.47 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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