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

V-Lab

Merck & Co Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:11.93 (-0.38)

Analysis last updated: Saturday, May 31, 2025 at 03:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0581	11.44
$α$	0.0430	12.46
$β$	0.9553	273.02
$γ_{1}$	-0.0021	-2.25

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts