V-Lab: Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 23rd, 2024:12.90 (-0.31)

Analysis last updated: Monday, April 22, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0725	6.49
$α$	0.0216	20.48
$β$	0.9530	1133.15
$γ$	0.0503	27.55

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts