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, July 2nd, 2026
1 Day
8.02
increased by 0.66
1 Week
7.70
increased by 0.34
1 Month
7.98
increased by 0.62
Analysis last updated: Wednesday, July 1, 2026 at 09:16 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1089 | 4.72 | |
| 0.0405 | 16.05 | |
| 0.9268 | 892.84 | |
| 0.0655 | 7.04 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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