V-Lab: Applied Materials Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Applied Materials Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 22nd, 2024:17.64 (0.22)

Analysis last updated: Friday, April 19, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1687	0.92
$α$	0.0794	0.04
$β$	0.9206	0.41
$γ_{1}$	0.0105	0.03

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts