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, April 7th, 2026
1 Day
383,045.50
decreased by 37,889.90
1 Week
439,040.63
increased by 18,105.23
1 Month
722,137.23
increased by 301,201.83
Analysis last updated: Friday, April 3, 2026 at 05:54 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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