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

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AT&T Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:10.84 (0.08)

Analysis last updated: Saturday, October 11, 2025 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9972	10.49
$α$	0.0483	12.97
$β$	0.9517	257.14
$γ_{1}$	-0.0200	-0.34
$γ_{2}$	0.0188	0.20
$γ_{3}$	-0.0147	-0.18
$γ_{4}$	0.0180	0.22
$γ_{5}$	0.0072	0.11
$γ_{6}$	-0.0197	-0.31
$γ_{7}$	0.0161	0.22

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts