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, April 7th, 2026
1 Day
1,208,281.00
decreased by 15,079.00
1 Week
1,214,321.67
decreased by 9,038.33
1 Month
1,308,591.58
increased by 85,231.58
Analysis last updated: Friday, April 3, 2026 at 05:51 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 | |
| 0.0231 | 3.91 | |
| 0.9877 | 886.60 | |
| -0.0216 | -3.39 |
Estimation Period:
Mar 25, 2004 to Apr 2, 2026
Mar 25, 2004 to Apr 2, 2026
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