V-Lab: Johnson & Johnson Spline ILLIQ Liquidity Analysis

V-Lab

Johnson & Johnson Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 2nd, 2025:6.39 (0.27)

Analysis last updated: Tuesday, July 1, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0946	8.78
$α$	0.0452	11.34
$β$	0.9535	249.47
$γ_{1}$	-0.0003	-0.33

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts