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

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Permian Basin Royalty Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:14,570.60 (1,155.60)

Analysis last updated: Saturday, November 29, 2025 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7682	3.98
$α$	0.0728	10.17
$β$	0.9191	117.67
$γ_{1}$	-0.0115	-0.42
$γ_{2}$	-0.1010	-2.27
$γ_{3}$	0.2116	4.55
$γ_{4}$	-0.0755	-1.99
$γ_{5}$	-0.0634	-2.42
$γ_{6}$	0.0638	2.02

Estimation Period:
Jan 2, 1990 to Nov 28, 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