V-Lab: Johnson & Johnson Spline ILLIQ Liquidity Analysis

V-Lab

Johnson & Johnson Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:4.98 (-0.14)

Analysis last updated: Friday, September 12, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0936	8.77
$α$	0.0451	11.37
$β$	0.9535	250.39
$γ_{1}$	-0.0005	-0.48

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts