V-Lab: WAM Leaders Limited ILLIQ-MFMEM Liquidity Analysis

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WAM Leaders Limited ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, November 5th, 2025:6,584.55 (2,262.82)

Analysis last updated: Wednesday, November 5, 2025 at 08:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1078	4.18
$β$	0.8554	66.54
$γ$	0.0335	0.89
$λ_{1}$	10.0000	1.53
$λ_{2}$	0.0208	3.18
$λ_{3}$	0.9788	89.52

Estimation Period:
May 30, 2016 to Oct 31, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other WAM Leaders Limited Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ