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 Tuesday, May 26th, 2026
1 Day
6,330.30
decreased by 283.02
1 Week
6,649.89
increased by 36.57
1 Month
6,858.17
increased by 244.85
Analysis last updated: Friday, May 22, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.22 | |
| 0.0766 | 19.92 | |
| 0.9093 | 417.51 | |
| 0.0282 | 4.19 |
Estimation Period:
Nov 7, 2013 to May 22, 2026
Nov 7, 2013 to May 22, 2026
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