V-Lab: Mesabi Trust Spline ILLIQ Liquidity Analysis

V-Lab

Mesabi Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 26th, 2025:9,469.30 (-769.13)

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
$ω$	2.4216	4.52
$α$	0.1136	7.98
$β$	0.8733	51.46
$γ_{1}$	-0.2396	-3.28
$γ_{2}$	0.3574	2.92
$γ_{3}$	-0.2440	-2.50
$γ_{4}$	0.1832	2.10
$γ_{5}$	-0.0578	-0.66
$γ_{6}$	0.1350	1.92
$γ_{7}$	-0.2859	-5.57
$γ_{8}$	0.2630	5.40
$γ_{9}$	-0.1937	-3.05

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM