V-Lab: North European Oil Royalty Trust ILLIQ-MFMEM Liquidity Analysis

V-Lab

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V-Lab

North European Oil Royalty Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:50328.19 (1608.77)

Analysis last updated: Wednesday, May 8, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1078	0.72
$β$	0.7918	25.76
$γ$	-0.1078	-0.33
$λ_{1}$	10.0000	0.40
$λ_{2}$	0.0512	1.08
$λ_{3}$	0.9488	38.57

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other North European Oil Royalty Trust Analyses
Spline ILLIQ
Asymmetric ILLIQ
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