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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.1001	1.03
$β$	0.8164	33.27
$γ$	-0.1001	-0.44
$λ_{1}$	10.0000	2.62
$λ_{2}$	0.1515	34.18
$λ_{3}$	0.8379	5.37

V-Lab

PennyMac Mortgage Investment Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, February 25th, 2026:841.87 (-72.54)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other PennyMac Mortgage Investment Trust Analyses