V-Lab: Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, November 13th, 2024:8.12 (0.60)

Analysis last updated: Tuesday, November 12, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0238	6.32
$α$	0.0269	25.78
$β$	0.9549	1083.88
$γ$	0.0358	14.88

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts