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 9th, 2026
1 Day
1,021,554.00
decreased by 12,781.00
1 Week
1,036,082.50
increased by 1,747.50
1 Month
1,010,752.26
decreased by 23,582.74
Analysis last updated: Saturday, June 6, 2026 at 06:24 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 | 3.91 | |
| 0.9876 | 921.31 | |
| -0.0217 | -3.39 |
Estimation Period:
Mar 25, 2004 to Jun 5, 2026
Mar 25, 2004 to Jun 5, 2026
Other NAOS Small Cap Opportunities C Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds