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

V-Lab

Merck & Co Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:10.19 (-0.20)

Analysis last updated: Monday, May 5, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0584	11.46
$α$	0.0427	12.38
$β$	0.9555	273.08
$γ_{1}$	-0.0022	-2.38

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts