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, April 13th, 2026
1 Day
294,235.30
decreased by 4,757.60
1 Week
298,811.65
decreased by 181.25
1 Month
297,426.06
decreased by 1,566.84
Analysis last updated: Sunday, April 12, 2026 at 12:49 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 | |
| 0.0139 | 7.01 | |
| 0.9841 | 826.95 | |
| 0.0041 | 1.43 |
Estimation Period:
Nov 1, 2007 to Apr 10, 2026
Nov 1, 2007 to Apr 10, 2026
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