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 Wednesday, April 8th, 2026
1 Day
10,297.69
increased by 1,708.44
1 Week
9,342.09
increased by 752.84
1 Month
8,713.04
increased by 123.79
Analysis last updated: Tuesday, April 7, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.16 | |
| 0.0769 | 19.42 | |
| 0.9090 | 408.52 | |
| 0.0282 | 4.00 |
Estimation Period:
Nov 7, 2013 to Apr 2, 2026
Nov 7, 2013 to Apr 2, 2026
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