NAOS Small Cap Opportunities C 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, June 16th, 2026
1 Day
1,101,656.00
decreased by 13,762.00
1 Week
1,094,564.60
decreased by 20,853.40
1 Month
1,026,061.72
decreased by 89,356.28
Analysis last updated: Tuesday, June 16, 2026 at 06:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.02 | |
| 0.0232 | 3.90 | |
| 0.9877 | 923.91 | |
| -0.0216 | -3.39 |
Estimation Period:
Mar 25, 2004 to Jun 12, 2026
Mar 25, 2004 to Jun 12, 2026
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