V-Lab: Cross Timbers Royalty Trust Spline ILLIQ Liquidity Analysis

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Cross Timbers Royalty Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:44,968.44 (2,992.58)

Analysis last updated: Friday, November 28, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7896	6.83
$α$	0.0746	6.93
$β$	0.9112	66.11
$γ_{1}$	-0.0516	-5.21
$γ_{2}$	0.0922	6.11
$γ_{3}$	-0.0444	-4.77
$γ_{4}$	-0.0108	-0.91

Estimation Period:
Feb 28, 1992 to Nov 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Cross Timbers Royalty Trust Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM