V-Lab: Marine Petroleum Trust Spline ILLIQ Liquidity Analysis

V-Lab

Marine Petroleum Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 26th, 2025:940,369.50 (25,200.50)

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
$ω$	2.0935	4.12
$α$	0.1144	9.81
$β$	0.8514	62.15
$γ_{1}$	-0.3108	-2.91
$γ_{2}$	0.3915	2.45
$γ_{3}$	-0.0181	-0.17
$γ_{4}$	-0.0154	-0.17
$γ_{5}$	-0.2144	-1.99
$γ_{6}$	0.4265	3.26
$γ_{7}$	-0.3612	-3.00
$γ_{8}$	-0.2195	-2.09
$γ_{9}$	0.7509	7.60
$γ_{10}$	-0.6731	-4.33

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM