V-Lab: Marlin Global Ltd Spline ILLIQ Liquidity Analysis

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Marlin Global Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, October 13th, 2025:268,282.80 (-1,779.10)

Analysis last updated: Sunday, October 12, 2025 at 01:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6231	5.16
$α$	0.1001	1.85
$β$	0.7182	3.91
$γ_{1}$	-0.2735	-1.12
$γ_{2}$	0.5064	1.23
$γ_{3}$	-0.4864	-1.32
$γ_{4}$	0.6847	1.69
$γ_{5}$	-0.8754	-2.13
$γ_{6}$	0.7061	1.71
$γ_{7}$	-0.7716	-2.07
$γ_{8}$	1.5197	4.78
$γ_{9}$	-1.8705	-5.80
$γ_{10}$	1.1857	3.04

Estimation Period:
Nov 1, 2007 to Oct 10, 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