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

V-Lab

Merck & Co Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:10.62 (-0.44)

Analysis last updated: Friday, June 27, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0586	11.45
$α$	0.0429	12.45
$β$	0.9553	273.11
$γ_{1}$	-0.0022	-2.33

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts