V-Lab: Johnson & Johnson ILLIQ-MFMEM Liquidity Analysis

V-Lab

Johnson & Johnson ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:6.87 (0.12)

Analysis last updated: Saturday, May 31, 2025 at 03:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0583	1.63
$β$	0.8872	26.82
$γ$	-0.0583	-0.54
$λ_{1}$	0.0071	6.31
$λ_{2}$	0.0309	3.25
$λ_{3}$	0.9679	34.02

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts