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, April 27th, 2026
1 Day
1,144,027.00
decreased by 11,823.00
1 Week
1,152,377.40
decreased by 3,472.60
1 Month
1,188,865.11
increased by 33,015.11
Analysis last updated: Saturday, April 25, 2026 at 06:18 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 | 3.90 | |
| 0.9877 | 900.34 | |
| -0.0216 | -3.38 |
Estimation Period:
Mar 25, 2004 to Apr 24, 2026
Mar 25, 2004 to Apr 24, 2026
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