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

V-Lab

NAOS Small Cap Opportunities C Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:479,970.30 (7,996.50)

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
$ω$	1.1283	5.10
$α$	0.1774	4.95
$β$	0.6927	14.43
$γ_{1}$	0.3197	3.38
$γ_{2}$	-0.4336	-3.15
$γ_{3}$	0.1327	1.44
$γ_{4}$	-0.0503	-0.54
$γ_{5}$	0.2604	2.47
$γ_{6}$	-0.4853	-4.17
$γ_{7}$	0.8516	5.49
$γ_{8}$	-1.8477	-4.02

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM