V-Lab: Sabine Royalty Trust Spline ILLIQ Liquidity Analysis

V-Lab

Sabine Royalty Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 8th, 2025:3,906.41 (167.36)

Analysis last updated: Monday, July 7, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3033	7.55
$α$	0.0611	10.59
$β$	0.9237	123.17
$γ_{1}$	-0.0181	-5.97
$γ_{2}$	0.0365	7.93
$γ_{3}$	-0.0377	-9.10

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Sabine Royalty Trust Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM