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

V-Lab

Merck & Co Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:12.62 (-0.03)

Analysis last updated: Tuesday, July 29, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0288	4.90
$α$	0.0218	21.50
$β$	0.9592	1,226.63
$γ$	0.0373	21.74

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts