V-Lab: Pacific Coast Oil Trust ILLIQ-MFMEM Liquidity Analysis

V-Lab

Pacific Coast Oil Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, August 5th, 2025:137,160,000.00 (-5,162,100.00)

Analysis last updated: Tuesday, August 5, 2025 at 12:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1118	0.00
$β$	0.7278	0.40
$γ$	-0.1118	-0.00
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.1278	0.00
$λ_{3}$	0.8722	0.05

Estimation Period:
May 3, 2012 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Pacific Coast Oil Trust Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ