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

V-Lab

NAOS Small Cap Opportunities C ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:4,641,147.00 (-18,894.00)

Analysis last updated: Saturday, May 31, 2025 at 08:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.2432	0.04
$β$	0.4433	10.93
$γ$	-0.2432	-0.02
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.0237	0.05
$λ_{3}$	0.9763	9.77

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
Asymmetric ILLIQ
Historical ILLIQ