V-Lab: Marlin Global Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Marlin Global Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:264,858.40 (-19,437.80)

Analysis last updated: Thursday, May 8, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5351	5.02
$α$	0.1138	2.03
$β$	0.7060	4.26
$γ_{1}$	-0.4100	-1.56
$γ_{2}$	0.7511	1.69
$γ_{3}$	-0.7116	-1.82
$γ_{4}$	0.9055	2.18
$γ_{5}$	-1.0301	-2.35
$γ_{6}$	0.7967	1.68
$γ_{7}$	-0.8620	-1.98
$γ_{8}$	1.4475	4.25
$γ_{9}$	-1.2787	-4.56
$γ_{10}$	-0.1806	-0.66

Estimation Period:
Nov 1, 2007 to May 2, 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