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, April 27th, 2026
1 Day
3,314,881.00
increased by 1,822,310.00
1 Week
1,817,637.25
increased by 325,066.25
1 Month
810,755.02
decreased by 681,815.98
Analysis last updated: Saturday, April 25, 2026 at 06:13 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 | |
| 0.3207 | 0.50 | |
| 0.8203 | 7.51 | |
| -0.2820 | -0.45 |
Estimation Period:
Feb 26, 2013 to Apr 24, 2026
Feb 26, 2013 to Apr 24, 2026
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