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

V-Lab

Merck & Co Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 21st, 2025:11.36 (0.06)

Analysis last updated: Thursday, April 17, 2025 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0446	21.66
$β$	0.9475	727.20
$γ$	-0.0446	-6.35
$λ_{1}$	0.0011	16.01
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9994	1,485.05

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts