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

V-Lab

Pacific Coast Oil Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, July 4th, 2025:628,328,800.00 (-24,149,400.00)

Analysis last updated: Friday, July 4, 2025 at 01:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2370	3.60
$α$	0.2045	4.49
$β$	0.7952	17.44
$γ_{1}$	-0.5963	-0.77
$γ_{2}$	2.1250	1.76
$γ_{3}$	-2.0013	-1.82
$γ_{4}$	-0.4712	-0.44
$γ_{5}$	1.4004	1.19
$γ_{6}$	-0.4908	-0.28
$γ_{7}$	2.7090	0.99
$γ_{8}$	-6.3175	-2.36
$γ_{9}$	5.8457	2.61
$γ_{10}$	-3.2821	-1.17

Estimation Period:
May 3, 2012 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Pacific Coast Oil Trust Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM