V-Lab: ArrowMark Financial Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

ArrowMark Financial Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:22,618.63 (-2,113.47)

Analysis last updated: Saturday, May 31, 2025 at 02:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	0.12
$α$	0.0772	18.74
$β$	0.9088	392.74
$γ$	0.0279	3.85

Estimation Period:
Nov 7, 2013 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other ArrowMark Financial Corp Analyses
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM