V-Lab: Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis

V-Lab

Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 7th, 2025:6.88 (-0.13)

Analysis last updated: Tuesday, May 6, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0229	6.21
$α$	0.0269	25.96
$β$	0.9553	1,093.02
$γ$	0.0349	14.61

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts