V-Lab: Marine Petroleum Trust Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Marine Petroleum Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:1255302.00 (-28437.00)

Analysis last updated: Friday, May 17, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7208	4.38
$α$	0.1160	9.97
$β$	0.8471	57.86
$γ_{1}$	-0.1658	-2.10
$γ_{2}$	0.2371	1.96
$γ_{3}$	0.0241	0.27
$γ_{4}$	-0.2407	-2.97
$γ_{5}$	0.3321	4.36
$γ_{6}$	-0.2725	-3.65
$γ_{7}$	-0.1539	-1.92
$γ_{8}$	0.7645	9.09

Estimation Period:
Aug 28, 1995 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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