V-Lab: Marine Petroleum Trust Asymmetric ILLIQ Liquidity Analysis

V-Lab

Marine Petroleum Trust Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 26th, 2025:726,300.60 (17,586.00)

Analysis last updated: Monday, August 25, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.01
$α$	0.0569	27.67
$β$	0.9351	602.90
$γ$	0.0160	3.56

Estimation Period:
Aug 28, 1995 to Aug 22, 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