V-Lab: Marlin Global Ltd Spline ILLIQ Liquidity Analysis

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Marlin Global Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 3rd, 2025:211,360.40 (8,601.20)

Analysis last updated: Sunday, November 2, 2025 at 05:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6264	5.15
$α$	0.0990	1.84
$β$	0.7215	3.94
$γ_{1}$	-0.2653	-1.09
$γ_{2}$	0.4894	1.20
$γ_{3}$	-0.4673	-1.27
$γ_{4}$	0.6647	1.64
$γ_{5}$	-0.8597	-2.10
$γ_{6}$	0.6917	1.69
$γ_{7}$	-0.7471	-2.03
$γ_{8}$	1.4944	4.78
$γ_{9}$	-1.8729	-5.87
$γ_{10}$	1.2093	3.19

Estimation Period:
Nov 1, 2007 to Oct 31, 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