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	param	t-stat
$ω$	1.2164	4.97
$α$	0.0864	11.36
$β$	0.9083	116.06
$γ_{1}$	0.0006	0.11

V-Lab

PennyMac Mortgage Investment Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:833.76 (-20.50)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other PennyMac Mortgage Investment Trust Analyses