V-Lab: Marlin Global Ltd Spline ILLIQ Liquidity Analysis

Skip to main content

V-Lab

Marlin Global Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, December 19th, 2025:197,388.50 (-7,649.50)

Analysis last updated: Saturday, December 20, 2025 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8405	5.43
$α$	0.0980	1.87
$β$	0.7319	4.21
$γ_{1}$	-0.1051	-0.44
$γ_{2}$	0.2596	0.64
$γ_{3}$	-0.3485	-0.95
$γ_{4}$	0.5772	1.42
$γ_{5}$	-0.7988	-1.97
$γ_{6}$	0.6404	1.61
$γ_{7}$	-0.6657	-1.87
$γ_{8}$	1.4091	4.67
$γ_{9}$	-1.8724	-5.92
$γ_{10}$	1.2918	3.43

Estimation Period:
Nov 1, 2007 to Dec 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Marlin Global Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM