V-Lab: Johnson & Johnson ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Johnson & Johnson ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 9th, 2024:6.21 (-0.32)

Analysis last updated: Wednesday, May 8, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0581	1.64
$β$	0.8905	27.42
$γ$	-0.0581	-0.54
$λ_{1}$	0.0065	7.25
$λ_{2}$	0.0307	2.91
$λ_{3}$	0.9681	32.97

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts