V-Lab: WAM Active Ltd Spline ILLIQ Liquidity Analysis

Skip to main content

V-Lab

WAM Active Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 3rd, 2025:50,165.24 (-14,130.28)

Analysis last updated: Saturday, November 1, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6118	5.61
$α$	0.1436	4.87
$β$	0.7787	20.00
$γ_{1}$	-0.3914	-1.88
$γ_{2}$	0.8611	2.62
$γ_{3}$	-0.5973	-2.56
$γ_{4}$	0.0600	0.28
$γ_{5}$	0.0403	0.17
$γ_{6}$	0.8434	1.87
$γ_{7}$	-3.9271	-3.08

Estimation Period:
Jan 11, 2008 to Oct 31, 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