WAM Active Ltd ILLIQ-MFMEM Liquidity Analysis
Liquidity prediction for Tuesday, July 21st, 2026
1 Day
2,153,880.00
unchanged at 0.00
1 Week
2,153,880.00
unchanged at 0.00
1 Month
2,153,880.33
increased by 0.33
Analysis last updated: Tuesday, July 21, 2026 at 05:59 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 11, 2008 to Jul 17, 2026μ
ILLIQ-MFMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.0000 | 0.06 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | 0.1292 | 0.91 |
λ₁ tau intercept Baseline long-term coefficient | 2,302,674.0000 |
Persistence:
0.065
Half-life:
0 days
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