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

V-Lab

Lvmh Moet Hennessy Louis V Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 29th, 2025:5,499.02 (-251.67)

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
$ω$	1.3752	2.25
$α$	0.0468	5.27
$β$	0.9530	97.17
$γ_{1}$	-0.0290	-0.71

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM