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 Thursday, July 17th, 2025:5,875.52 (-366.72)

Analysis last updated: Friday, July 18, 2025 at 02:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0658	17.27
$β$	0.9230	463.11
$γ$	-0.0280	-3.00
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9991	2,542.28

Estimation Period:
Jun 23, 2008 to Jul 11, 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