WAM Active Ltd Asymmetric 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 25th, 2026
1 Day
930,164.90
decreased by 4,875.20
1 Week
939,964.68
increased by 4,924.58
1 Month
980,916.89
increased by 45,876.79
Analysis last updated: Saturday, May 23, 2026 at 06:03 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.0106 | 1.09 | |
| 0.9939 | 1,999.89 | |
| -0.0091 | -0.91 |
Estimation Period:
Jan 11, 2008 to May 22, 2026
Jan 11, 2008 to May 22, 2026
Other WAM Active Ltd Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds