V-Lab: Marine Petroleum Trust Spline ILLIQ Liquidity Analysis

V-Lab

Marine Petroleum Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, August 6th, 2025:733,233.80 (90,353.10)

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
$ω$	3.4746	5.02
$α$	0.1119	10.60
$β$	0.8644	72.69
$γ_{1}$	-0.0639	-1.74
$γ_{2}$	0.1553	2.77
$γ_{3}$	-0.1431	-3.21
$γ_{4}$	0.1508	3.15
$γ_{5}$	-0.3238	-7.14
$γ_{6}$	0.5448	11.67

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM