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 Monday, May 25th, 2026
1 Day
2,585,914.00
decreased by 566,892.00
1 Week
3,311,274.80
increased by 158,468.80
1 Month
6,873,758.00
increased by 3,720,952.00
Analysis last updated: Saturday, May 23, 2026 at 06:06 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 | 0.51 | |
| 0.8202 | 7.63 | |
| -0.2819 | -0.46 |
Estimation Period:
Feb 26, 2013 to May 22, 2026
Feb 26, 2013 to May 22, 2026
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