V-Lab: Marlin Global Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Marlin Global Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 23rd, 2025:334,469.00 (185,970.70)

Analysis last updated: Saturday, June 21, 2025 at 01:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5565	5.10
$α$	0.1110	1.97
$β$	0.7021	4.02
$γ_{1}$	-0.3728	-1.46
$γ_{2}$	0.6844	1.59
$γ_{3}$	-0.6503	-1.70
$γ_{4}$	0.8458	2.06
$γ_{5}$	-0.9905	-2.32
$γ_{6}$	0.7840	1.72
$γ_{7}$	-0.8710	-2.08
$γ_{8}$	1.5292	4.46
$γ_{9}$	-1.5242	-4.98
$γ_{10}$	0.2927	0.97

Estimation Period:
Nov 1, 2007 to Jun 19, 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