V-Lab: Johnson Chemical Pharmaceuti Spline ILLIQ Liquidity Analysis

V-Lab

Johnson Chemical Pharmaceuti Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:7,270.84 (-33.08)

Analysis last updated: Sunday, June 29, 2025 at 01:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.4268	2.10
$α$	0.2053	5.90
$β$	0.7511	15.44
$γ_{1}$	-6.5687	-5.21
$γ_{2}$	14.1346	6.85
$γ_{3}$	-9.8740	-6.42
$γ_{4}$	2.3224	2.33
$γ_{5}$	0.3288	0.33
$γ_{6}$	-2.1733	-2.08
$γ_{7}$	5.1545	4.46
$γ_{8}$	-8.0853	-7.76
$γ_{9}$	9.3092	10.74
$γ_{10}$	-7.0350	-6.41

Estimation Period:
Oct 19, 2010 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Johnson Chemical Pharmaceuti Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM