WAM Active Ltd Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, March 16th, 2026:18,121.59 (3,309.55)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1657 | 4.95 | |
| 0.1569 | 5.49 | |
| 0.8021 | 25.24 | |
| -0.1446 | -0.94 | |
| 0.4605 | 1.85 | |
| -0.4344 | -2.41 | |
| -0.0270 | -0.12 | |
| 0.9198 | 2.53 | |
| -3.8050 | -3.32 |
Estimation Period:
Jan 11, 2008 to Mar 13, 2026
Jan 11, 2008 to Mar 13, 2026
News Impact Curve
Liquidity Forecasts
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