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 Monday, May 18th, 2026
1 Day
8.09
decreased by 1.01
1 Week
9.96
increased by 0.86
1 Month
9.65
increased by 0.55
Analysis last updated: Friday, May 15, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8508 | 18,507,810.00 | |
| 0.1364 | 1,363,660.00 | |
| 0.8636 | 8,636,340.00 | |
| 0.0280 | 279,760.00 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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