V-Lab: TwentyFour Select Monthly Income Fund Ltd Spline ILLIQ Liquidity Analysis

V-Lab

TwentyFour Select Monthly Income Fund Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:4,703.89 (101.60)

Analysis last updated: Sunday, June 1, 2025 at 04:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1826	6.61
$α$	0.1220	7.17
$β$	0.7689	21.36
$γ_{1}$	-0.3734	-5.86
$γ_{2}$	0.5892	6.57
$γ_{3}$	-0.3671	-6.28
$γ_{4}$	0.1213	1.49

Estimation Period:
Mar 10, 2014 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM