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

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NAOS Small Cap Opportunities C Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:538,947.10 (-74,674.80)

Analysis last updated: Saturday, October 11, 2025 at 08:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1384	5.18
$α$	0.1944	4.89
$β$	0.6635	12.83
$γ_{1}$	0.3188	3.46
$γ_{2}$	-0.4339	-3.23
$γ_{3}$	0.1345	1.50
$γ_{4}$	-0.0472	-0.53
$γ_{5}$	0.2477	2.45
$γ_{6}$	-0.4550	-4.02
$γ_{7}$	0.7943	5.42
$γ_{8}$	-1.7882	-4.01

Estimation Period:
Mar 25, 2004 to Oct 10, 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