V-Lab: ArrowMark Financial Corp Spline ILLIQ Liquidity Analysis

V-Lab

ArrowMark Financial Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 22nd, 2025:15,111.88 (848.27)

Analysis last updated: Sunday, September 21, 2025 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0449	7.71
$α$	0.1201	8.07
$β$	0.8550	51.04
$γ_{1}$	-0.0095	-1.65

Estimation Period:
Nov 7, 2013 to Sep 19, 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