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

V-Lab

Merck & Co Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, October 7th, 2025:11.34 (-0.31)

Analysis last updated: Monday, October 6, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0570	11.46
$α$	0.0425	12.46
$β$	0.9558	276.08
$γ_{1}$	-0.0020	-2.18

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts