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

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NAOS Small Cap Opportunities C ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, December 19th, 2025:4,933,362.00 (-4,165,525.00)

Analysis last updated: Friday, December 19, 2025 at 08:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.2319	0.04
$β$	0.4499	11.20
$γ$	-0.2319	-0.02
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.0253	0.04
$λ_{3}$	0.9747	9.40

Estimation Period:
Mar 25, 2004 to Dec 12, 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