V-Lab: Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 23rd, 2025:15.77 (-0.46)

Analysis last updated: Thursday, May 22, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0664	6.44
$α$	0.0221	21.28
$β$	0.9533	1,156.89
$γ$	0.0489	27.36

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts