V-Lab: Mesabi Trust Spline ILLIQ Liquidity Analysis

V-Lab

Mesabi Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, August 6th, 2025:17,211.35 (-1,587.68)

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
$ω$	3.9639	5.89
$α$	0.1046	7.87
$β$	0.8872	60.15
$γ_{1}$	-0.0300	-5.12
$γ_{2}$	0.0567	6.56
$γ_{3}$	-0.0235	-2.65

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM