V-Lab: Marlin Global Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Marlin Global Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:116,735.50 (-7,836.70)

Analysis last updated: Thursday, July 31, 2025 at 02:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5711	5.15
$α$	0.1096	1.93
$β$	0.6982	3.81
$γ_{1}$	-0.3496	-1.39
$γ_{2}$	0.6426	1.52
$γ_{3}$	-0.6111	-1.63
$γ_{4}$	0.8061	1.98
$γ_{5}$	-0.9610	-2.29
$γ_{6}$	0.7672	1.74
$γ_{7}$	-0.8578	-2.11
$γ_{8}$	1.5432	4.56
$γ_{9}$	-1.6149	-5.17
$γ_{10}$	0.4422	1.45

Estimation Period:
Nov 1, 2007 to Jul 25, 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