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

V-Lab

Johnson & Johnson ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:5.42 (-0.19)

Analysis last updated: Friday, September 12, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0583	1.64
$β$	0.8874	26.95
$γ$	-0.0583	-0.54
$λ_{1}$	0.0065	6.21
$λ_{2}$	0.0307	3.29
$λ_{3}$	0.9681	34.57

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts