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

V-Lab

Cross Timbers Royalty Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 8th, 2025:34,412.22 (-2,431.93)

Analysis last updated: Monday, July 7, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7579	6.83
$α$	0.0745	6.89
$β$	0.9110	65.37
$γ_{1}$	-0.0523	-5.19
$γ_{2}$	0.0920	6.01
$γ_{3}$	-0.0403	-4.28
$γ_{4}$	-0.0208	-1.75

Estimation Period:
Feb 28, 1992 to Jul 3, 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