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

V-Lab

Sabine Royalty Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, August 6th, 2025:3,955.93 (386.44)

Analysis last updated: Tuesday, August 5, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0839	1.56
$β$	0.8462	28.56
$γ$	-0.0839	-0.60
$λ_{1}$	1.6163	0.79
$λ_{2}$	0.0405	12.00
$λ_{3}$	0.9585	36.32

Estimation Period:
Jan 2, 1990 to Aug 1, 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