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 Thursday, July 17th, 2025:4,802.83 (-82.92)

Analysis last updated: Friday, July 18, 2025 at 03:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1956	6.69
$α$	0.1208	7.19
$β$	0.7716	21.78
$γ_{1}$	-0.3609	-5.83
$γ_{2}$	0.5725	6.56
$γ_{3}$	-0.3661	-6.48
$γ_{4}$	0.1306	1.70

Estimation Period:
Mar 10, 2014 to Jul 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
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