V-Lab: Marlin Global Ltd Spline ILLIQ Liquidity Analysis

V-Lab

Marlin Global Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, June 3rd, 2025:155,353.30 (45,878.60)

Analysis last updated: Sunday, June 1, 2025 at 03:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5492	5.08
$α$	0.1138	2.01
$β$	0.7009	4.08
$γ_{1}$	-0.3869	-1.50
$γ_{2}$	0.7094	1.63
$γ_{3}$	-0.6722	-1.75
$γ_{4}$	0.8654	2.10
$γ_{5}$	-1.0017	-2.32
$γ_{6}$	0.7856	1.70
$γ_{7}$	-0.8650	-2.03
$γ_{8}$	1.4953	4.37
$γ_{9}$	-1.4199	-4.80
$γ_{10}$	0.0380	0.14

Estimation Period:
Nov 1, 2007 to May 30, 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