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

Skip to main content

V-Lab

Pacific Coast Oil Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:170,710,000.00 (-29,261,200.00)

Analysis last updated: Saturday, November 29, 2025 at 02:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2566	3.79
$α$	0.1627	2.79
$β$	0.8371	14.37
$γ_{1}$	-0.6201	-0.82
$γ_{2}$	2.2345	1.90
$γ_{3}$	-2.3130	-2.13
$γ_{4}$	0.0136	0.01
$γ_{5}$	0.0226	0.01
$γ_{6}$	-1.4778	-0.49
$γ_{7}$	12.2767	1.39
$γ_{8}$	-18.6381	-1.84
$γ_{9}$	12.0230	2.60
$γ_{10}$	-7.7813	-2.36

Estimation Period:
May 3, 2012 to Nov 28, 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