V-Lab: Johnson & Johnson Spline ILLIQ Liquidity Analysis

V-Lab

Johnson & Johnson Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:8.24 (0.06)

Analysis last updated: Friday, May 16, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0953	8.76
$α$	0.0455	11.38
$β$	0.9531	248.47
$γ_{1}$	-0.0002	-0.20

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts