V-Lab: ArrowMark Financial Corp Spline ILLIQ Liquidity Analysis

V-Lab

ArrowMark Financial Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:28,544.01 (594.18)

Analysis last updated: Wednesday, June 18, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0526	7.68
$α$	0.1191	7.95
$β$	0.8567	51.17
$γ_{1}$	-0.0085	-1.41

Estimation Period:
Nov 7, 2013 to Jun 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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