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 Wednesday, June 18th, 2025:1,852,929.00 (-85,833.00)

Analysis last updated: Wednesday, June 18, 2025 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1779	4.64
$α$	0.1864	5.02
$β$	0.7093	16.03
$γ_{1}$	0.3241	3.04
$γ_{2}$	-0.4361	-2.79
$γ_{3}$	0.1354	1.26
$γ_{4}$	-0.0778	-0.72
$γ_{5}$	0.3191	2.58
$γ_{6}$	-0.5753	-3.89
$γ_{7}$	0.9608	4.03
$γ_{8}$	-1.7151	-2.89

Estimation Period:
Mar 25, 2004 to Jun 13, 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