V-Lab: Agility Global PLC Spline ILLIQ Liquidity Analysis

V-Lab

Agility Global PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 29th, 2025:1,301.85 (0.00)

Analysis last updated: Friday, June 27, 2025 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0471	3.05
$α$	0.0000	0.00
$β$	0.9131	1.90
$γ_{1}$	-13.8831	-2.87
$γ_{2}$	22.6520	3.25
$γ_{3}$	-25.8295	-3.94

Estimation Period:
May 2, 2024 to Jun 26, 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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