V-Lab: Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis

V-Lab

Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, September 16th, 2025:5.09 (0.07)

Analysis last updated: Monday, September 15, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0218	6.02
$α$	0.0267	26.02
$β$	0.9553	1,099.36
$γ$	0.0354	14.90

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts