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

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ECA Marcellus Trust I ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:5,749,644.00 (-492,906.00)

Analysis last updated: Saturday, November 29, 2025 at 02:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.1230	0.02
$β$	0.8926	95.04
$γ$	-0.1230	-0.01
$λ_{1}$	0.0001	0.02
$λ_{2}$	0.0004	0.02
$λ_{3}$	0.2328	0.14

Estimation Period:
Jul 1, 2010 to Nov 28, 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