V-Lab: Permian Basin Royalty Trust Spline ILLIQ Liquidity Analysis

V-Lab

Permian Basin Royalty Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, August 6th, 2025:9,008.97 (668.69)

Analysis last updated: Tuesday, August 5, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8291	4.03
$α$	0.0736	10.15
$β$	0.9177	114.99
$γ_{1}$	-0.0064	-0.24
$γ_{2}$	-0.1073	-2.44
$γ_{3}$	0.2098	4.69
$γ_{4}$	-0.0712	-1.93
$γ_{5}$	-0.0573	-2.10
$γ_{6}$	0.0295	0.80

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Permian Basin Royalty Trust Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM