V-Lab: Sabine Royalty Trust ILLIQ-MFMEM Liquidity Analysis

V-Lab

Sabine Royalty Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, August 26th, 2025:3,673.02 (-20.81)

Analysis last updated: Monday, August 25, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0838	1.56
$β$	0.8465	28.60
$γ$	-0.0838	-0.60
$λ_{1}$	1.4364	0.71
$λ_{2}$	0.0404	12.02
$λ_{3}$	0.9586	36.46

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sabine Royalty Trust Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ