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

V-Lab

Naos Emerging Opportunities Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:422,840.50 (-132,374.70)

Analysis last updated: Saturday, May 31, 2025 at 08:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7684	3.06
$α$	0.1910	4.33
$β$	0.7598	20.11
$γ_{1}$	0.2423	0.26
$γ_{2}$	1.0542	0.77
$γ_{3}$	-2.6681	-3.01
$γ_{4}$	3.0425	2.66
$γ_{5}$	-3.4851	-2.46
$γ_{6}$	2.3511	1.49
$γ_{7}$	0.5269	0.39
$γ_{8}$	-2.6116	-1.89
$γ_{9}$	5.4129	1.86
$γ_{10}$	-14.5601	-1.76

Estimation Period:
Feb 26, 2013 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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