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 Friday, June 26th, 2026
1 Day
8,370.69
decreased by 302.26
1 Week
8,689.42
increased by 16.47
1 Month
8,794.27
increased by 121.32
Analysis last updated: Friday, June 26, 2026 at 07:48 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 | 7.32 | |
| 0.9620 | 437.26 | |
| 0.0386 | 10.34 |
Estimation Period:
Jun 23, 2008 to Jun 19, 2026
Jun 23, 2008 to Jun 19, 2026
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