V-Lab: WAM Active Ltd Spline ILLIQ Liquidity Analysis

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WAM Active Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, November 28th, 2025:242,239.90 (-6,283.10)

Analysis last updated: Saturday, November 29, 2025 at 12:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6725	5.33
$α$	0.1477	5.03
$β$	0.7892	22.07
$γ_{1}$	-0.3956	-1.80
$γ_{2}$	0.8588	2.46
$γ_{3}$	-0.5738	-2.30
$γ_{4}$	0.0161	0.07
$γ_{5}$	0.0996	0.41
$γ_{6}$	0.7978	1.73
$γ_{7}$	-4.1439	-2.96

Estimation Period:
Jan 11, 2008 to Nov 21, 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