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Moonpig Group PLC Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

4,613.49

decreased by 301.17

1 Week

4,714.39

decreased by 200.27

1 Month

4,487.20

decreased by 427.46

Analysis last updated: Tuesday, July 14, 2026 at 08:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Moonpig Group PLC ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Feb 2, 2021 to Jul 10, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 23 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.6941
8.52***
α

ARCH

Response to squared shocks

0.0778
5.50***
β

GARCH

Volatility persistence

0.8923
46.52***
γi Spline Coefficients
K=1
γ1-0.0843
-2.36**

Persistence:

0.970

Half-life:

23 days