V-Lab: Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:14.90 (-0.19)

Analysis last updated: Saturday, May 31, 2025 at 03:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0658	6.39
$α$	0.0221	21.31
$β$	0.9532	1,156.82
$γ$	0.0489	27.38

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts