V-Lab: WAM Active Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

WAM Active Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, June 18th, 2025:3,901,698.00 (-21,161.00)

Analysis last updated: Wednesday, June 18, 2025 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.00
$α$	0.0090	0.74
$β$	0.9945	1,468.99
$γ$	-0.0070	-0.56

Estimation Period:
Jan 11, 2008 to Jun 13, 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