V-Lab: Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis

V-Lab

Johnson & Johnson Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:7.16 (-0.07)

Analysis last updated: Saturday, May 31, 2025 at 03:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0230	6.22
$α$	0.0268	25.90
$β$	0.9553	1,095.58
$γ$	0.0350	14.65

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts