V-Lab: Naos Emerging Opportunities Co Ltd Asymmetric ILLIQ Liquidity Analysis

V-Lab

Naos Emerging Opportunities Co Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:735,186.50 (-84,899.20)

Analysis last updated: Tuesday, July 29, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.00
$α$	0.3472	0.61
$β$	0.7698	6.61
$γ$	-0.2339	-0.42

Estimation Period:
Feb 26, 2013 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Naos Emerging Opportunities Co Ltd Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM