V-Lab: Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis

V-Lab

Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:8.08 (0.21)

Analysis last updated: Wednesday, June 18, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0231	6.26
$α$	0.0268	25.90
$β$	0.9554	1,095.60
$γ$	0.0350	14.66

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts