V-Lab: Lvmh Moet Hennessy Louis V ILLIQ-MFMEM Liquidity Analysis

V-Lab

Lvmh Moet Hennessy Louis V ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:4,631.63 (-116.67)

Analysis last updated: Saturday, May 31, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0653	17.45
$β$	0.9236	467.40
$γ$	-0.0280	-3.07
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9991	2,568.40

Estimation Period:
Jun 23, 2008 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Lvmh Moet Hennessy Louis V Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ