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 30th, 2026
1 Day
10.28
decreased by 0.61
1 Week
9.84
decreased by 1.05
1 Month
11.33
increased by 0.44
Analysis last updated: Wednesday, April 29, 2026 at 10:00 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1133 | 4.24 | |
| 0.0408 | 15.26 | |
| 0.9264 | 889.08 | |
| 0.0655 | 6.75 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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