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

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Johnson & Johnson ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, October 21st, 2025:4.26 (-0.09)

Analysis last updated: Monday, October 20, 2025 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0585	1.62
$β$	0.8871	26.72
$γ$	-0.0585	-0.54
$λ_{1}$	0.0061	6.27
$λ_{2}$	0.0313	3.24
$λ_{3}$	0.9676	33.54

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts