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

V-Lab

Merck & Co Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:12.38 (-0.24)

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
$m$	126
$α$	0.0446	20.77
$β$	0.9476	720.62
$γ$	-0.0446	-6.08
$λ_{1}$	0.0011	15.15
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9994	1,391.97

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts