V-Lab: WAM Active Ltd Spline ILLIQ Liquidity Analysis

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WAM Active Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, November 13th, 2025:70,184.63 (20,357.52)

Analysis last updated: Thursday, November 13, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6352	5.49
$α$	0.1433	4.92
$β$	0.7869	21.08
$γ_{1}$	-0.3916	-1.83
$γ_{2}$	0.8571	2.52
$γ_{3}$	-0.5845	-2.42
$γ_{4}$	0.0385	0.18
$γ_{5}$	0.0691	0.29
$γ_{6}$	0.8202	1.79
$γ_{7}$	-4.0294	-3.02

Estimation Period:
Jan 11, 2008 to Nov 7, 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