Moonpig Group PLC 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 Tuesday, July 14th, 2026
1 Day
4,899.00
decreased by 235.46
1 Week
4,977.16
decreased by 157.30
1 Month
4,942.08
decreased by 192.38
Analysis last updated: Tuesday, July 14, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Feb 2, 2021 to Jul 10, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.63 |
α ARCH Response to squared shocks | 0.0525 | 6.55*** |
β GARCH Volatility persistence | 0.9371 | 275.37*** |
γ leverage Additional response to negative shocks | 0.0208 | 1.80* |
Persistence:
1.000
Half-life:
1386294 days
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