NAOS Small Cap Opportunities C Spline ILLIQ Liquidity Analysis
Liquidity prediction for Tuesday, June 16th, 2026
1 Day
2,005,603.00
decreased by 287,718.00
1 Week
2,338,661.60
increased by 45,340.60
1 Month
1,756,036.10
decreased by 537,284.90
Analysis last updated: Tuesday, June 16, 2026 at 06:05 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6781 | 2.67 | |
| 0.1646 | 6.43 | |
| 0.8173 | 30.07 | |
| 0.2334 | 0.90 | |
| -0.1747 | -0.44 | |
| -0.2296 | -0.75 | |
| 0.2928 | 1.06 | |
| -0.2276 | -0.80 | |
| 0.5167 | 1.26 | |
| -1.5661 | -2.09 | |
| 3.3813 | 1.97 | |
| -3.8878 | -1.83 | |
| 1.8136 | 1.05 |
Estimation Period:
Mar 25, 2004 to Jun 12, 2026
Mar 25, 2004 to Jun 12, 2026
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