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 2nd, 2025:4,304.27 (-71.41)

Analysis last updated: Saturday, May 31, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3710	2.25
$α$	0.0472	5.24
$β$	0.9527	98.71
$γ_{1}$	-0.0331	-0.78

Estimation Period:
Jun 23, 2008 to May 30, 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