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, September 22nd, 2025:1,764,492.00 (18,289.00)

Analysis last updated: Saturday, September 20, 2025 at 09:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.2348	0.04
$β$	0.4498	11.06
$γ$	-0.2348	-0.02
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.0249	0.05
$λ_{3}$	0.9751	9.22

Estimation Period:
Mar 25, 2004 to Sep 19, 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