Marlin Global Ltd Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, June 16th, 2026
1 Day
258,383.70
decreased by 3,782.50
1 Week
264,328.78
increased by 2,162.58
1 Month
274,426.14
increased by 12,259.94
Analysis last updated: Tuesday, June 16, 2026 at 08:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.09 | |
| 0.0139 | 7.00 | |
| 0.9841 | 826.96 | |
| 0.0041 | 1.45 |
Estimation Period:
Nov 1, 2007 to Jun 12, 2026
Nov 1, 2007 to Jun 12, 2026
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