WAM Active Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:113,341.20 (25,748.62)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3758 | 6.81 | |
| 0.1780 | 4.50 | |
| 0.3512 | 3.73 | |
| -0.4735 | -1.46 | |
| 0.5560 | 1.13 | |
| 0.5336 | 1.67 | |
| -1.1873 | -4.14 | |
| 0.9668 | 3.12 | |
| -0.7657 | -2.06 | |
| 0.4214 | 0.88 | |
| 1.1743 | 1.51 | |
| -3.2202 | -2.88 | |
| 2.3044 | 1.69 |
Estimation Period:
Jan 11, 2008 to Feb 20, 2026
Jan 11, 2008 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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