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

V-Lab

Merck & Co Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, July 8th, 2025:10.63 (-0.46)

Analysis last updated: Monday, July 7, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0582	11.45
$α$	0.0428	12.45
$β$	0.9554	273.68
$γ_{1}$	-0.0021	-2.29

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts