Skip to main content
V-Lab

Lvmh Moet Hennessy Louis V ILLIQ-MFMEM Liquidity Analysis

Liquidity prediction for Monday, July 20th, 2026

1 Day

10,106.32

increased by 487.46

1 Week

9,279.36

decreased by 339.50

1 Month

8,295.67

decreased by 1,323.19

Analysis last updated: Saturday, July 18, 2026 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lvmh Moet Hennessy Louis V ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jun 23, 2008 to Jul 17, 2026

Model Insight

Illiquidity shocks decay with a half-life of 26 trading days, meaning a shock loses half its impact after approximately 26 days. This multi-frequency model splits illiquidity into a fast short-run component and a slow-moving long-run level that drifts over the sample rather than a constant baseline.

μ

ILLIQ-MFMEM Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

101
α

ARCH

Response to squared shocks

0.0650
18.18***
β

GARCH

Volatility persistence

0.9244
480.97***
γ

leverage

Additional response to negative shocks

-0.0312
-3.47***
λ₁

tau intercept

Baseline long-term coefficient

0.7049
24.21***
λ₂

forecast adj.

Forecast performance sensitivity

0.0000
0.03
λ₃

tau persistence

Long-term factor persistence

0.9991
2,555.16***

Persistence:

0.974

Half-life:

26 days