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 Friday, November 28th, 2025:697,460.10 (173,042.60)

Analysis last updated: Saturday, November 29, 2025 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1723	4.27
$α$	0.1837	5.23
$β$	0.7352	18.92
$γ_{1}$	0.2237	2.67
$γ_{2}$	-0.3052	-2.51
$γ_{3}$	0.0454	0.59
$γ_{4}$	0.2234	2.92
$γ_{5}$	-0.3720	-3.94
$γ_{6}$	0.6664	4.30
$γ_{7}$	-1.4573	-3.57

Estimation Period:
Mar 25, 2004 to Nov 21, 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