V-Lab: Marlin Global Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Marlin Global Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 1st, 2025:294,236.20 (-71,905.90)

Analysis last updated: Sunday, August 31, 2025 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5968	5.17
$α$	0.1044	1.88
$β$	0.7074	3.80
$γ_{1}$	-0.3109	-1.26
$γ_{2}$	0.5735	1.38
$γ_{3}$	-0.5485	-1.47
$γ_{4}$	0.7460	1.84
$γ_{5}$	-0.9197	-2.22
$γ_{6}$	0.7400	1.74
$γ_{7}$	-0.8222	-2.11
$γ_{8}$	1.5446	4.68
$γ_{9}$	-1.7573	-5.46
$γ_{10}$	0.7986	2.28

Estimation Period:
Nov 1, 2007 to Aug 29, 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