V-Lab: Marine Petroleum Trust Asymmetric ILLIQ Liquidity Analysis

V-Lab

Marine Petroleum Trust Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, August 6th, 2025:429,742.80 (58,086.30)

Analysis last updated: Tuesday, August 5, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.01
$α$	0.0575	27.76
$β$	0.9349	600.44
$γ$	0.0153	3.40

Estimation Period:
Aug 28, 1995 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Marine Petroleum Trust Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM