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, April 27th, 2026
1 Day
8.89
increased by 0.36
1 Week
9.05
increased by 0.52
1 Month
10.95
increased by 2.42
Analysis last updated: Friday, April 24, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9787 | 4.84 | |
| 0.0829 | 1.74 | |
| 0.9171 | 19.27 | |
| -0.1449 | -0.49 | |
| 0.1876 | 0.64 | |
| -0.0514 | -1.33 | |
| 0.0029 | 0.09 | |
| -0.0020 | -0.05 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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