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 30th, 2025:6,007.78 (1,357.71)

Analysis last updated: Sunday, June 29, 2025 at 04:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0656	17.25
$β$	0.9231	462.96
$γ$	-0.0280	-3.01
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9991	2,548.76

Estimation Period:
Jun 23, 2008 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Lvmh Moet Hennessy Louis V Analyses
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Asymmetric ILLIQ
Historical ILLIQ