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

V-Lab

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V-Lab

Pacific Coast Oil Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:80392110.00 (-14138510.00)

Analysis last updated: Friday, May 17, 2024 at 02:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5302	4.69
$α$	0.1552	2.44
$β$	0.8447	13.29
$γ_{1}$	-0.0956	-0.58
$γ_{2}$	0.8022	2.29
$γ_{3}$	-1.5808	-3.61

Estimation Period:
May 3, 2012 to May 10, 2024

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