V-Lab: Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, October 7th, 2025:8.07 (-0.05)

Analysis last updated: Monday, October 6, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0604	6.55
$α$	0.0220	21.64
$β$	0.9532	1,160.98
$γ$	0.0494	28.39

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts