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

V-Lab

Johnson & Johnson ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:7.16 (0.12)

Analysis last updated: Thursday, May 8, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0582	1.63
$β$	0.8876	26.86
$γ$	-0.0582	-0.54
$λ_{1}$	0.0070	6.35
$λ_{2}$	0.0309	3.22
$λ_{3}$	0.9679	33.88

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts