V-Lab: WAM Active Ltd Spline ILLIQ Liquidity Analysis

V-Lab

WAM Active Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 1st, 2025:54,630.98 (5,368.22)

Analysis last updated: Saturday, August 30, 2025 at 08:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3915	5.68
$α$	0.1305	4.92
$β$	0.7680	18.04
$γ_{1}$	-0.6596	-2.28
$γ_{2}$	1.2607	2.79
$γ_{3}$	-0.7693	-2.58
$γ_{4}$	0.2951	1.11
$γ_{5}$	-0.4743	-1.53
$γ_{6}$	0.7516	2.31
$γ_{7}$	0.1779	0.34
$γ_{8}$	-3.9308	-2.54

Estimation Period:
Jan 11, 2008 to Aug 29, 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