V-Lab: San Juan Basin Royalty Trust ILLIQ-MFMEM Liquidity Analysis

V-Lab

San Juan Basin Royalty Trust ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, August 26th, 2025:13,811.76 (-1,810.41)

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
$m$	21
$α$	0.1401	0.62
$β$	0.6981	12.25
$γ$	-0.1401	-0.29
$λ_{1}$	10.0000	1.09
$λ_{2}$	0.1004	1.03
$λ_{3}$	0.8996	13.72

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other San Juan Basin Royalty Trust Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ