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 Wednesday, May 20th, 2026
1 Day
10.18
decreased by 0.09
1 Week
9.85
decreased by 0.42
1 Month
10.07
decreased by 0.20
Analysis last updated: Tuesday, May 19, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1122 | 4.28 | |
| 0.0407 | 15.35 | |
| 0.9265 | 890.03 | |
| 0.0655 | 6.79 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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