V-Lab: Marine Petroleum Trust Spline ILLIQ Liquidity Analysis

V-Lab

Marine Petroleum Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 8th, 2025:928,829.10 (59,436.60)

Analysis last updated: Monday, July 7, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5761	5.12
$α$	0.1134	10.49
$β$	0.8592	68.06
$γ_{1}$	-0.0577	-1.61
$γ_{2}$	0.1493	2.76
$γ_{3}$	-0.1458	-3.44
$γ_{4}$	0.1568	3.48
$γ_{5}$	-0.3264	-7.70
$γ_{6}$	0.5477	12.49

Estimation Period:
Aug 28, 1995 to Jul 3, 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