V-Lab: BP Prudhoe Bay Royalty Trust Asymmetric ILLIQ Liquidity Analysis

V-Lab

BP Prudhoe Bay Royalty Trust Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 26th, 2025:5,505,791.00 (299,970.00)

Analysis last updated: Tuesday, August 26, 2025 at 02:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	2.53
$α$	0.0566	33.63
$β$	0.9185	718.11
$γ$	0.0499	20.85

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other BP Prudhoe Bay Royalty Trust Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM