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, April 30th, 2026
1 Day
7,799.01
decreased by 285.39
1 Week
8,524.14
increased by 439.74
1 Month
9,284.46
increased by 1,200.06
Analysis last updated: Wednesday, April 29, 2026 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.18 | |
| 0.0766 | 19.47 | |
| 0.9092 | 414.03 | |
| 0.0285 | 4.09 |
Estimation Period:
Nov 7, 2013 to Apr 24, 2026
Nov 7, 2013 to Apr 24, 2026
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