V-Lab: Ares Capital Corp Spline ILLIQ Liquidity Analysis

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V-Lab

Ares Capital Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 23rd, 2024:87.73 (3.82)

Analysis last updated: Friday, September 20, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3220	6.17
$α$	0.1061	14.95
$β$	0.8879	122.61
$γ_{1}$	0.0010	0.39

Estimation Period:
Oct 5, 2004 to Sep 20, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts