V-Lab: Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 12th, 2025:10.92 (0.57)

Analysis last updated: Monday, August 11, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0624	6.35
$α$	0.0221	21.46
$β$	0.9531	1,158.03
$γ$	0.0494	27.82

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts