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, September 22nd, 2025:458,652.60 (-139,109.90)

Analysis last updated: Saturday, September 20, 2025 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5336	2.14
$α$	0.2152	5.12
$β$	0.7673	22.40
$γ_{1}$	2.0427	2.53
$γ_{2}$	-2.7630	-2.09
$γ_{3}$	1.6792	1.87
$γ_{4}$	-2.3135	-2.72
$γ_{5}$	2.4801	2.22
$γ_{6}$	-1.8992	-1.42
$γ_{7}$	3.2205	1.44
$γ_{8}$	-11.8038	-1.58

Estimation Period:
Feb 26, 2013 to Sep 19, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM