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

V-Lab

Johnson & Johnson ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, July 9th, 2025:5.97 (-0.14)

Analysis last updated: Tuesday, July 8, 2025 at 09:41 PM 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	26.86
$γ$	-0.0583	-0.54
$λ_{1}$	0.0069	6.28
$λ_{2}$	0.0308	3.28
$λ_{3}$	0.9680	34.39

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts