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 Tuesday, July 29th, 2025:6,245.06 (938.58)

Analysis last updated: Wednesday, July 30, 2025 at 01:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1992	6.71
$α$	0.1204	7.18
$β$	0.7723	21.87
$γ_{1}$	-0.3578	-5.82
$γ_{2}$	0.5682	6.56
$γ_{3}$	-0.3655	-6.54
$γ_{4}$	0.1323	1.75

Estimation Period:
Mar 10, 2014 to Jul 25, 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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