V-Lab: Sabine Royalty Trust Spline ILLIQ Liquidity Analysis

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V-Lab

Sabine Royalty Trust Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 20th, 2024:5511.70 (-152.41)

Analysis last updated: Friday, May 17, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5066	6.11
$α$	0.0597	10.80
$β$	0.9285	134.62
$γ_{1}$	-0.0580	-2.24
$γ_{2}$	0.0512	1.32
$γ_{3}$	0.0198	0.90
$γ_{4}$	0.0044	0.26
$γ_{5}$	-0.0216	-1.29
$γ_{6}$	-0.0480	-1.82

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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