V-Lab: Caterpillar Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Caterpillar Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 26th, 2024:13.29 (1.17)

Analysis last updated: Thursday, April 25, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0469	6.73
$α$	0.0545	14.02
$β$	0.9448	244.19
$γ_{1}$	-0.0017	-0.93

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts