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 Thursday, November 13th, 2025:305,674.30 (-18,904.70)

Analysis last updated: Thursday, November 13, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1321	5.22
$α$	0.1914	4.82
$β$	0.6642	12.74
$γ_{1}$	0.3171	3.49
$γ_{2}$	-0.4318	-3.27
$γ_{3}$	0.1325	1.51
$γ_{4}$	-0.0397	-0.46
$γ_{5}$	0.2324	2.33
$γ_{6}$	-0.4305	-3.85
$γ_{7}$	0.7623	5.59
$γ_{8}$	-1.8014	-4.22

Estimation Period:
Mar 25, 2004 to Nov 7, 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