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

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Merck & Co Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, December 8th, 2025:10.52 (-0.15)

Analysis last updated: Saturday, December 6, 2025 at 01:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0438	20.59
$β$	0.9486	722.44
$γ$	-0.0438	-5.89
$λ_{1}$	0.0011	15.10
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9994	1,376.63

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts