V-Lab: NAOS Small Cap Opportunities C Asymmetric ILLIQ Liquidity Analysis

V-Lab

NAOS Small Cap Opportunities C Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:6,349,957.00 (-62,845.00)

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
$ω$	5.0000	0.02
$α$	0.0226	3.94
$β$	0.9880	772.45
$γ$	-0.0211	-3.35

Estimation Period:
Mar 25, 2004 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other NAOS Small Cap Opportunities C Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM