V-Lab: Marlin Global Ltd Spline ILLIQ Liquidity Analysis

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Marlin Global Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, November 28th, 2025:242,925.70 (68,024.10)

Analysis last updated: Saturday, November 29, 2025 at 02:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6529	5.15
$α$	0.0992	1.86
$β$	0.7266	4.06
$γ_{1}$	-0.2400	-0.99
$γ_{2}$	0.4455	1.10
$γ_{3}$	-0.4272	-1.17
$γ_{4}$	0.6221	1.53
$γ_{5}$	-0.8249	-2.03
$γ_{6}$	0.6595	1.64
$γ_{7}$	-0.6948	-1.93
$γ_{8}$	1.4412	4.71
$γ_{9}$	-1.8770	-5.89
$γ_{10}$	1.2675	3.31

Estimation Period:
Nov 1, 2007 to Nov 21, 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