V-Lab: Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:13.97 (-0.48)

Analysis last updated: Friday, June 27, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0511	29.52
$β$	0.9444	958.83
$γ$	-0.0511	-8.88
$λ_{1}$	0.0026	90.17
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9991	2,854.57

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts