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

V-Lab

Johnson & Johnson ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:6.65 (0.15)

Analysis last updated: Tuesday, July 29, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0582	1.63
$β$	0.8874	26.89
$γ$	-0.0582	-0.54
$λ_{1}$	0.0069	6.17
$λ_{2}$	0.0307	3.28
$λ_{3}$	0.9681	34.48

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts