V-Lab: Marine Petroleum Trust ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Marine Petroleum Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:698752.00 (-112034.10)

Analysis last updated: Wednesday, May 8, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1523	1.31
$β$	0.7602	20.81
$γ$	0.1604	0.97
$λ_{1}$	0.1256	0.00
$λ_{2}$	0.0441	2.07
$λ_{3}$	0.9559	79.31

Estimation Period:
Aug 28, 1995 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Marine Petroleum Trust Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ