Applied Materials Inc Spline 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, June 10th, 2026
1 Day
8.59
decreased by 0.50
1 Week
8.28
decreased by 0.81
1 Month
8.83
decreased by 0.26
Analysis last updated: Tuesday, June 9, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0868 | 5.08 | |
| 0.0808 | 0.75 | |
| 0.9192 | 8.52 | |
| 0.0333 | 0.12 | |
| -0.0653 | -0.24 | |
| 0.0365 | 0.19 | |
| -0.0158 | -0.27 | |
| 0.0066 | 0.13 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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