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

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Johnson & Johnson ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, November 12th, 2025:6.03 (0.88)

Analysis last updated: Tuesday, November 11, 2025 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0582	1.62
$β$	0.8874	26.73
$γ$	-0.0582	-0.54
$λ_{1}$	0.0061	6.13
$λ_{2}$	0.0312	3.22
$λ_{3}$	0.9676	33.50

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts