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 Tuesday, April 7th, 2026
1 Day
12.52
increased by 0.15
1 Week
12.40
increased by 0.03
1 Month
11.19
decreased by 1.18
Analysis last updated: Monday, April 6, 2026 at 09:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0467 | 5.30 | |
| 0.0811 | 2.40 | |
| 0.9189 | 27.24 | |
| -0.0102 | -0.15 | |
| 0.0079 | 0.11 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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