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

V-Lab

Merck & Co Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:13.29 (-0.36)

Analysis last updated: Wednesday, June 18, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0291	4.92
$α$	0.0219	21.52
$β$	0.9591	1,224.95
$γ$	0.0373	21.68

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts