V-Lab
V-Lab
Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, April 29th, 2024:7.20 (0.03)

Analysis last updated: Friday, April 26, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Johnson & Johnson ILLIQ-AMEM
paramt-stat
ω0.02416.25
α0.026825.39
β0.95431072.29
γ0.037115.18
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on liquidity tomorrow
Liquidity Forecasts