ArrowMark Financial Corp Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, May 21st, 2026
1 Day
7,106.99
increased by 558.73
1 Week
6,725.15
increased by 176.89
1 Month
7,229.66
increased by 681.40
Analysis last updated: Thursday, May 21, 2026 at 02:24 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.20 | |
| 0.0765 | 19.82 | |
| 0.9093 | 416.36 | |
| 0.0283 | 4.17 |
Estimation Period:
Nov 7, 2013 to May 15, 2026
Nov 7, 2013 to May 15, 2026
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