V-Lab: Mesabi Trust ILLIQ-MFMEM Liquidity Analysis

V-Lab

Mesabi Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, July 8th, 2025:38,156.24 (4,328.45)

Analysis last updated: Monday, July 7, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1142	4.15
$β$	0.8862	235.26
$γ$	-0.1142	-2.07
$λ_{1}$	4.7902	5.27
$λ_{2}$	0.0187	3.63
$λ_{3}$	0.9788	758.79

Estimation Period:
Jan 1, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Mesabi Trust Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ