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 30th, 2025:5,783,498.00 (-57,396.00)

Analysis last updated: Sunday, June 29, 2025 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.02
$α$	0.0227	3.97
$β$	0.9879	774.21
$γ$	-0.0211	-3.37

Estimation Period:
Mar 25, 2004 to Jun 27, 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