V-Lab: Johnson & Johnson Spline ILLIQ Liquidity Analysis

V-Lab

Johnson & Johnson Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:6.72 (0.09)

Analysis last updated: Monday, May 5, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0946	8.77
$α$	0.0453	11.34
$β$	0.9534	248.86
$γ_{1}$	-0.0003	-0.32

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts