Blue Moon Group Holdings Ltd Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, June 4th, 2026
1 Day
5,091.77
decreased by 529.04
1 Week
4,769.82
decreased by 850.99
1 Month
5,694.76
increased by 73.95
Analysis last updated: Thursday, June 4, 2026 at 06:53 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3471 | 6.58 | |
| 0.1033 | 17.21 | |
| 0.8716 | 240.30 | |
| 0.0503 | 6.67 |
Estimation Period:
Dec 16, 2020 to May 29, 2026
Dec 16, 2020 to May 29, 2026
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