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

V-Lab

Merck & Co Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:11.28 (-0.12)

Analysis last updated: Friday, August 22, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0286	4.86
$α$	0.0217	21.43
$β$	0.9593	1,229.87
$γ$	0.0374	21.83

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts