V-Lab: NAOS Small Cap Opportunities C Spline ILLIQ Liquidity Analysis

Skip to main content

V-Lab

NAOS Small Cap Opportunities C Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 3rd, 2025:652,072.90 (228,658.30)

Analysis last updated: Saturday, November 1, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1344	5.23
$α$	0.1920	4.84
$β$	0.6638	12.73
$γ_{1}$	0.3179	3.50
$γ_{2}$	-0.4330	-3.28
$γ_{3}$	0.1331	1.52
$γ_{4}$	-0.0401	-0.46
$γ_{5}$	0.2330	2.33
$γ_{6}$	-0.4311	-3.85
$γ_{7}$	0.7624	5.56
$γ_{8}$	-1.8007	-4.18

Estimation Period:
Mar 25, 2004 to Oct 31, 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