V-Lab: Agility Global PLC Spline ILLIQ Liquidity Analysis

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Agility Global PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, December 7th, 2025:1,447.47 (27.07)

Analysis last updated: Saturday, December 6, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6175	6.30
$α$	0.0881	2.37
$β$	0.7560	6.90
$γ_{1}$	-0.8942	-2.07

Estimation Period:
May 2, 2024 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
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