V-Lab: Agility Global PLC Spline ILLIQ Liquidity Analysis

V-Lab

Agility Global PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Sunday, June 22nd, 2025:3,729.46 (-93.49)

Analysis last updated: Friday, June 20, 2025 at 08:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4654	5.97
$α$	0.0290	0.92
$β$	0.8488	4.49
$γ_{1}$	-0.8878	-1.30

Estimation Period:
May 2, 2024 to Jun 19, 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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