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 30th, 2025:3,532,580.00 (31,911.00)

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
$m$	76
$α$	0.2413	0.04
$β$	0.4440	10.89
$γ$	-0.2413	-0.02
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.0238	0.05
$λ_{3}$	0.9762	9.65

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
Asymmetric ILLIQ
Historical ILLIQ