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

V-Lab

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V-Lab

North European Oil Royalty Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:35574.49 (-2967.85)

Analysis last updated: Friday, May 17, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7596	7.32
$α$	0.0962	12.45
$β$	0.8801	96.11
$γ_{1}$	-0.0178	-2.97
$γ_{2}$	0.0187	2.15
$γ_{3}$	0.0235	3.64
$γ_{4}$	-0.0745	-7.76

Estimation Period:
Jan 2, 1990 to May 17, 2024

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