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

V-Lab

Merck & Co Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:11.99 (-0.22)

Analysis last updated: Tuesday, July 29, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0445	20.48
$β$	0.9478	718.01
$γ$	-0.0445	-5.98
$λ_{1}$	0.0011	14.87
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9994	1,365.35

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts