V-Lab: Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 19th, 2024:13.37 (-0.46)

Analysis last updated: Thursday, April 18, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0742	6.63
$α$	0.0217	20.51
$β$	0.9529	1130.33
$γ$	0.0503	27.51

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts