V-Lab: WAM Active Ltd Spline ILLIQ Liquidity Analysis

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WAM Active Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, December 19th, 2025:125,769.10 (-37,935.10)

Analysis last updated: Friday, December 19, 2025 at 08:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8113	4.84
$α$	0.1759	5.42
$β$	0.7682	21.80
$γ_{1}$	-0.4060	-1.84
$γ_{2}$	0.8717	2.49
$γ_{3}$	-0.5661	-2.22
$γ_{4}$	-0.0184	-0.08
$γ_{5}$	0.1517	0.63
$γ_{6}$	0.7632	1.66
$γ_{7}$	-4.4079	-2.88

Estimation Period:
Jan 11, 2008 to Dec 12, 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