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 Tuesday, June 16th, 2026
1 Day
485,196.10
decreased by 106,415.70
1 Week
714,453.90
increased by 122,842.10
1 Month
1,678,863.07
increased by 1,087,251.27
Analysis last updated: Tuesday, June 16, 2026 at 06:05 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 | |
| 0.3209 | 0.51 | |
| 0.8201 | 7.61 | |
| -0.2820 | -0.46 |
Estimation Period:
Feb 26, 2013 to Jun 12, 2026
Feb 26, 2013 to Jun 12, 2026
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