V-Lab: Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:10.23 (0.15)

Analysis last updated: Friday, August 22, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0623	6.40
$α$	0.0221	21.52
$β$	0.9531	1,158.08
$γ$	0.0493	27.90

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts