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 1st, 2025:1,817,614.00 (521,634.00)

Analysis last updated: Saturday, August 30, 2025 at 07:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1387	5.00
$α$	0.1806	4.99
$β$	0.6949	14.64
$γ_{1}$	0.3207	3.31
$γ_{2}$	-0.4342	-3.07
$γ_{3}$	0.1334	1.40
$γ_{4}$	-0.0564	-0.59
$γ_{5}$	0.2734	2.52
$γ_{6}$	-0.5047	-4.17
$γ_{7}$	0.8739	5.22
$γ_{8}$	-1.8104	-3.82

Estimation Period:
Mar 25, 2004 to Aug 29, 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