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 Thursday, May 8th, 2025:734,312.20 (-238,751.30)

Analysis last updated: Thursday, May 8, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6588	3.11
$α$	0.1934	4.27
$β$	0.7480	19.40
$γ_{1}$	0.1950	0.21
$γ_{2}$	1.1685	0.88
$γ_{3}$	-2.8469	-3.26
$γ_{4}$	3.2561	2.81
$γ_{5}$	-3.5873	-2.51
$γ_{6}$	2.2650	1.47
$γ_{7}$	0.6705	0.51
$γ_{8}$	-2.7182	-1.83
$γ_{9}$	5.4727	1.78
$γ_{10}$	-13.2136	-1.78

Estimation Period:
Feb 26, 2013 to May 2, 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