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 Thursday, June 11th, 2026
1 Day
9,024.49
increased by 156.80
1 Week
9,216.90
increased by 349.21
1 Month
8,666.25
decreased by 201.44
Analysis last updated: Thursday, June 11, 2026 at 07:53 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 | |
| 0.0187 | 7.31 | |
| 0.9619 | 435.66 | |
| 0.0387 | 10.36 |
Estimation Period:
Jun 23, 2008 to Jun 5, 2026
Jun 23, 2008 to Jun 5, 2026
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