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 Monday, June 30th, 2025:5,144.63 (988.80)

Analysis last updated: Sunday, June 29, 2025 at 04:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3731	2.25
$α$	0.0469	5.25
$β$	0.9529	97.74
$γ_{1}$	-0.0305	-0.73

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
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM