V-Lab: Mesabi Trust ILLIQ-MFMEM Liquidity Analysis

V-Lab

Mesabi Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, August 26th, 2025:9,273.38 (-859.07)

Analysis last updated: Monday, August 25, 2025 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1144	4.14
$β$	0.8859	234.73
$γ$	-0.1144	-2.06
$λ_{1}$	4.4220	5.28
$λ_{2}$	0.0188	3.62
$λ_{3}$	0.9787	755.20

Estimation Period:
Jan 1, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Mesabi Trust Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ