V-Lab: Marlin Global Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Marlin Global Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:213,825.90 (12,899.90)

Analysis last updated: Sunday, June 29, 2025 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5572	5.10
$α$	0.1110	1.98
$β$	0.7016	4.01
$γ_{1}$	-0.3728	-1.46
$γ_{2}$	0.6844	1.59
$γ_{3}$	-0.6503	-1.70
$γ_{4}$	0.8458	2.06
$γ_{5}$	-0.9903	-2.32
$γ_{6}$	0.7841	1.73
$γ_{7}$	-0.8716	-2.08
$γ_{8}$	1.5298	4.47
$γ_{9}$	-1.5243	-4.99
$γ_{10}$	0.2926	0.98

Estimation Period:
Nov 1, 2007 to Jun 27, 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