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	param	t-stat
$ω$	5.0000	5.93
$α$	0.0364	17.62
$β$	0.9312	662.30
$γ$	0.0649	15.49

V-Lab

PennyMac Mortgage Investment Trust Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:967.65 (85.30)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other PennyMac Mortgage Investment Trust Analyses