V-Lab: ECA Marcellus Trust I ILLIQ-MFMEM Liquidity Analysis

V-Lab

ECA Marcellus Trust I ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:4,881,764.00 (-328,721.00)

Analysis last updated: Saturday, August 23, 2025 at 01:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1303	0.86
$β$	0.8918	276.09
$γ$	-0.0442	-0.14
$λ_{1}$	0.0000	1.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9893	78.75

Estimation Period:
Jul 1, 2010 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other ECA Marcellus Trust I Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ