Naos Emerging Opportunities Co Ltd Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Friday, April 10th, 2026
1 Day
337,009.90
decreased by 73,820.50
1 Week
356,912.87
decreased by 53,917.53
1 Month
627,259.07
increased by 216,428.67
Analysis last updated: Friday, April 10, 2026 at 05:56 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.00 | |
| 0.3208 | 0.50 | |
| 0.8203 | 7.46 | |
| -0.2823 | -0.45 |
Estimation Period:
Feb 26, 2013 to Apr 2, 2026
Feb 26, 2013 to Apr 2, 2026
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