V-Lab: North European Oil Royalty Trust Asymmetric ILLIQ Liquidity Analysis

V-Lab

North European Oil Royalty Trust Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 26th, 2025:111,274.30 (-6,787.50)

Analysis last updated: Monday, August 25, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.16
$α$	0.0462	27.02
$β$	0.9425	834.04
$γ$	0.0226	7.37

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other North European Oil Royalty Trust Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM