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

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V-Lab

Johnson & Johnson ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, March 14th, 2025:6.24 (-0.32)

Analysis last updated: Thursday, March 13, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0582	1.63
$β$	0.8882	27.02
$γ$	-0.0582	-0.54
$λ_{1}$	0.0069	6.60
$λ_{2}$	0.0309	3.15
$λ_{3}$	0.9679	33.72

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts