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 Monday, May 25th, 2026
1 Day
986,305.30
decreased by 1,311.90
1 Week
997,555.80
increased by 9,938.60
1 Month
1,053,572.40
increased by 65,955.20
Analysis last updated: Saturday, May 23, 2026 at 06:00 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 | |
| 0.0233 | 3.92 | |
| 0.9876 | 907.70 | |
| -0.0218 | -3.41 |
Estimation Period:
Mar 25, 2004 to May 22, 2026
Mar 25, 2004 to May 22, 2026
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