V-Lab: WAM Active Ltd Spline ILLIQ Liquidity Analysis

V-Lab

WAM Active Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:69,776.76 (-11,136.91)

Analysis last updated: Saturday, September 20, 2025 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4207	5.38
$α$	0.1297	5.08
$β$	0.7922	20.58
$γ_{1}$	-0.6754	-2.12
$γ_{2}$	1.2838	2.58
$γ_{3}$	-0.7816	-2.40
$γ_{4}$	0.3131	1.09
$γ_{5}$	-0.5211	-1.56
$γ_{6}$	0.8400	2.47
$γ_{7}$	0.0845	0.16
$γ_{8}$	-4.0068	-2.43

Estimation Period:
Jan 11, 2008 to Sep 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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