V-Lab: Johnson & Johnson Spline ILLIQ Liquidity Analysis

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V-Lab

Johnson & Johnson Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 25th, 2024:5.88 (-0.05)

Analysis last updated: Wednesday, April 24, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0936	8.68
$α$	0.0461	11.32
$β$	0.9526	244.19
$γ_{1}$	-0.0005	-0.45

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts