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

V-Lab

Pacific Coast Oil Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 26th, 2025:280,526,800.00 (233,056,120.00)

Analysis last updated: Tuesday, August 26, 2025 at 02:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2371	3.69
$α$	0.2179	4.75
$β$	0.7818	17.04
$γ_{1}$	-0.5653	-0.74
$γ_{2}$	2.0774	1.79
$γ_{3}$	-2.0683	-2.04
$γ_{4}$	-0.2950	-0.30
$γ_{5}$	1.2473	1.19
$γ_{6}$	-0.0793	-0.05
$γ_{7}$	1.7527	0.76
$γ_{8}$	-5.5760	-2.59
$γ_{9}$	6.3118	3.49
$γ_{10}$	-6.1549	-2.25

Estimation Period:
May 3, 2012 to Aug 22, 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