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 30th, 2025:4,688.69 (85.23)

Analysis last updated: Sunday, June 29, 2025 at 01:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1908	6.65
$α$	0.1205	7.16
$β$	0.7721	21.76
$γ_{1}$	-0.3650	-5.83
$γ_{2}$	0.5773	6.54
$γ_{3}$	-0.3636	-6.36
$γ_{4}$	0.1172	1.50

Estimation Period:
Mar 10, 2014 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other TwentyFour Select Monthly Income Fund Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM