V-Lab: Pacific Coast Oil Trust Spline ILLIQ Liquidity Analysis

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V-Lab

Pacific Coast Oil Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:134905700.00 (77449840.00)

Analysis last updated: Saturday, May 4, 2024 at 05:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5307	4.70
$α$	0.1552	2.51
$β$	0.8447	13.63
$γ_{1}$	-0.0982	-0.59
$γ_{2}$	0.8094	2.30
$γ_{3}$	-1.5854	-3.61

Estimation Period:
May 3, 2012 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Pacific Coast Oil Trust Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM