V-Lab: Kimbell Royalty Partners LP ILLIQ-MFMEM Liquidity Analysis

V-Lab

| |

V-Lab

Kimbell Royalty Partners LP ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:1837.97 (-71.17)

Analysis last updated: Friday, May 17, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.1163	17.90
$β$	0.8598	157.58
$γ$	-0.0922	-8.43
$λ_{1}$	0.7566	7.82
$λ_{2}$	0.0000	0.04
$λ_{3}$	0.9972	3957.26

Estimation Period:
Feb 3, 2017 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Kimbell Royalty Partners LP Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ