V-Lab: Marlin Global Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Marlin Global Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, September 19th, 2025:190,843.90 (-5,271.90)

Analysis last updated: Saturday, September 20, 2025 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6013	5.14
$α$	0.1019	1.89
$β$	0.7150	3.95
$γ_{1}$	-0.2990	-1.21
$γ_{2}$	0.5510	1.33
$γ_{3}$	-0.5265	-1.41
$γ_{4}$	0.7256	1.78
$γ_{5}$	-0.9073	-2.19
$γ_{6}$	0.7320	1.73
$γ_{7}$	-0.8097	-2.10
$γ_{8}$	1.5478	4.74
$γ_{9}$	-1.8250	-5.59
$γ_{10}$	1.0259	2.56

Estimation Period:
Nov 1, 2007 to Sep 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