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

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North European Oil Royalty Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:86,702.92 (6,683.43)

Analysis last updated: Friday, November 28, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5851	6.44
$α$	0.0988	12.45
$β$	0.8721	83.70
$γ_{1}$	-0.0278	-0.91
$γ_{2}$	-0.0008	-0.02
$γ_{3}$	0.0350	1.23
$γ_{4}$	0.0250	1.00
$γ_{5}$	-0.0548	-2.19
$γ_{6}$	0.0932	3.96
$γ_{7}$	-0.1900	-8.37
$γ_{8}$	0.2745	8.87

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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