V-Lab: Johnson & Johnson Spline ILLIQ Liquidity Analysis

V-Lab

Johnson & Johnson Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:6.41 (0.12)

Analysis last updated: Tuesday, July 29, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0945	8.79
$α$	0.0451	11.33
$β$	0.9536	249.89
$γ_{1}$	-0.0004	-0.34

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts