V-Lab: Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis

V-Lab

Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:6.40 (-0.03)

Analysis last updated: Tuesday, July 29, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0224	6.15
$α$	0.0268	25.98
$β$	0.9555	1,098.26
$γ$	0.0348	14.63

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts