V-Lab: Mesabi Trust ILLIQ-MFMEM Liquidity Analysis

V-Lab

Mesabi Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, August 6th, 2025:16,117.46 (-1,724.77)

Analysis last updated: Tuesday, August 5, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1142	4.14
$β$	0.8861	234.80
$γ$	-0.1142	-2.06
$λ_{1}$	4.6842	5.27
$λ_{2}$	0.0188	3.62
$λ_{3}$	0.9788	756.99

Estimation Period:
Jan 1, 1990 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Mesabi Trust Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ