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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Feb 2, 2021 to Jul 10, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.0843 | -2.36** |
Persistence:
0.970
Half-life:
23 days
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