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ArrowMark Financial Corp Spline ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 16th, 2026

1 Day

8,337.91

decreased by 474.06

1 Week

9,491.97

increased by 680.00

1 Month

10,966.38

increased by 2,154.41

Analysis last updated: Wednesday, July 15, 2026 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ArrowMark Financial Corp ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 7, 2013 to Jul 10, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 31 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.9747
7.39***
α

ARCH

Response to squared shocks

0.1185
8.46***
β

GARCH

Volatility persistence

0.8594
54.91***
γi Spline Coefficients
K=1
γ1-0.0150
-2.99***

Persistence:

0.978

Half-life:

31 days