Applied Materials Inc Asymmetric 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, April 9th, 2026
1 Day
12.98
increased by 0.47
1 Week
13.06
increased by 0.55
1 Month
12.36
decreased by 0.15
Analysis last updated: Wednesday, April 8, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1174 | 4.33 | |
| 0.0410 | 15.21 | |
| 0.9263 | 887.27 | |
| 0.0654 | 6.71 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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