V-Lab: ArrowMark Financial Corp Spline ILLIQ Liquidity Analysis

V-Lab

ArrowMark Financial Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 2nd, 2025:22,656.95 (486.31)

Analysis last updated: Friday, August 29, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0572	7.76
$α$	0.1199	8.03
$β$	0.8551	50.96
$γ_{1}$	-0.0085	-1.47

Estimation Period:
Nov 7, 2013 to Aug 29, 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