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, July 6th, 2026
1 Day
7.58
increased by 0.07
1 Week
7.49
decreased by 0.02
1 Month
7.78
increased by 0.27
Analysis last updated: Thursday, July 2, 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 | |
|---|---|---|
| 1.0328 | 10,328,120.00 | |
| 0.0719 | 718,700.00 | |
| 0.9281 | 9,281,300.00 | |
| -0.0070 | -69,770.00 |
Estimation Period:
Jan 2, 1990 to Jul 2, 2026
Jan 2, 1990 to Jul 2, 2026
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