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 Tuesday, July 29th, 2025:5,907.85 (-400.83)

Analysis last updated: Tuesday, July 29, 2025 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0655	17.33
$β$	0.9233	465.38
$γ$	-0.0278	-3.00
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9991	2,535.83

Estimation Period:
Jun 23, 2008 to Jul 25, 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