Johnson Chemical Pharmaceuti Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, April 29th, 2026
1 Day
8,626.91
decreased by 206.44
1 Week
8,994.53
increased by 161.18
1 Month
10,391.62
increased by 1,558.27
Analysis last updated: Wednesday, April 29, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4169 | 1.31 | |
| 0.0531 | 4.03 | |
| 0.9615 | 895.24 | |
| -0.0291 | -1.27 |
Estimation Period:
Oct 19, 2010 to Apr 24, 2026
Oct 19, 2010 to Apr 24, 2026
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