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

V-Lab

North European Oil Royalty Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, August 6th, 2025:137,605.90 (-14,940.80)

Analysis last updated: Tuesday, August 5, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1092	0.77
$β$	0.7858	26.08
$γ$	-0.1092	-0.36
$λ_{1}$	10.0000	0.37
$λ_{2}$	0.0466	1.11
$λ_{3}$	0.9534	49.23

Estimation Period:
Jan 2, 1990 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other North European Oil Royalty Trust Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ