V-Lab: Johnson & Johnson Spline ILLIQ Liquidity Analysis

V-Lab

Johnson & Johnson Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, October 7th, 2025:5.15 (-0.13)

Analysis last updated: Monday, October 6, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0941	8.79
$α$	0.0450	11.36
$β$	0.9536	250.75
$γ_{1}$	-0.0004	-0.44

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts