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, July 30th, 2025:1,108,772.00 (-142,691.00)

Analysis last updated: Thursday, July 31, 2025 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1526	4.86
$α$	0.1825	5.05
$β$	0.7014	15.34
$γ_{1}$	0.3223	3.20
$γ_{2}$	-0.4353	-2.96
$γ_{3}$	0.1343	1.34
$γ_{4}$	-0.0655	-0.65
$γ_{5}$	0.2932	2.57
$γ_{6}$	-0.5361	-4.11
$γ_{7}$	0.9142	4.72
$γ_{8}$	-1.7760	-3.41

Estimation Period:
Mar 25, 2004 to Jul 25, 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