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 Tuesday, June 16th, 2026
1 Day
836,330.80
decreased by 4,780.00
1 Week
846,103.38
increased by 4,992.58
1 Month
884,633.64
increased by 43,522.84
Analysis last updated: Tuesday, June 16, 2026 at 06:11 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 | |
| 0.0107 | 1.12 | |
| 0.9939 | 1,999.77 | |
| -0.0092 | -0.93 |
Estimation Period:
Jan 11, 2008 to Jun 12, 2026
Jan 11, 2008 to Jun 12, 2026
Other WAM Active Ltd Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds