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 Monday, May 25th, 2026
1 Day
283,855.40
decreased by 2,072.30
1 Week
288,137.14
increased by 2,209.44
1 Month
309,597.33
increased by 23,669.63
Analysis last updated: Sunday, May 24, 2026 at 12:34 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.09 | |
| 0.0138 | 6.98 | |
| 0.9841 | 826.27 | |
| 0.0041 | 1.46 |
Estimation Period:
Nov 1, 2007 to May 22, 2026
Nov 1, 2007 to May 22, 2026
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