V-Lab: Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:10.27 (0.05)

Analysis last updated: Tuesday, July 29, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0644	6.46
$α$	0.0221	21.41
$β$	0.9532	1,158.15
$γ$	0.0491	27.62

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts