V-Lab: SLR Investment Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

SLR Investment Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:3,134.43 (20.60)

Analysis last updated: Tuesday, July 29, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.58
$α$	0.0633	18.47
$β$	0.9119	536.12
$γ$	0.0496	6.51

Estimation Period:
Feb 9, 2010 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts