V-Lab: Merck & Co Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Merck & Co Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 8th, 2024:7.52 (0.88)

Analysis last updated: Tuesday, May 7, 2024 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0454	22.56
$β$	0.9465	711.63
$γ$	-0.0454	-6.60
$λ_{1}$	0.0010	18.60
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9994	1619.83

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts