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, April 7th, 2026
1 Day
306,008.90
increased by 4,689.40
1 Week
303,613.17
increased by 2,293.67
1 Month
292,240.18
decreased by 9,079.32
Analysis last updated: Friday, April 3, 2026 at 10:36 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 | 826.24 | |
| 0.0041 | 1.44 |
Estimation Period:
Nov 1, 2007 to Apr 2, 2026
Nov 1, 2007 to Apr 2, 2026
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