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

V-Lab

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V-Lab

BP Prudhoe Bay Royalty Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:67104.65 (-2571.07)

Analysis last updated: Friday, May 17, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0531	4.56
$α$	0.0899	0.53
$β$	0.9100	5.40
$γ_{1}$	0.0109	0.18
$γ_{2}$	-0.0256	-0.11
$γ_{3}$	0.0286	0.12

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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