V-Lab: WAM Active Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

WAM Active Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:3,272,630.00 (-17,849.00)

Analysis last updated: Tuesday, July 29, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.00
$α$	0.0092	0.80
$β$	0.9945	1,788.61
$γ$	-0.0074	-0.62

Estimation Period:
Jan 11, 2008 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other WAM Active Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM