Lvmh Moet Hennessy Louis V 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 Monday, May 25th, 2026
1 Day
7,717.71
decreased by 189.10
1 Week
8,089.74
increased by 182.93
1 Month
8,257.46
increased by 350.65
Analysis last updated: Saturday, May 23, 2026 at 07:50 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.81 | |
| 0.0188 | 7.32 | |
| 0.9619 | 434.86 | |
| 0.0386 | 10.33 |
Estimation Period:
Jun 23, 2008 to May 22, 2026
Jun 23, 2008 to May 22, 2026
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