V-Lab: Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:10.46 (-0.51)

Analysis last updated: Friday, September 12, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0514	30.79
$β$	0.9442	963.49
$γ$	-0.0514	-9.33
$λ_{1}$	0.0024	114.52
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9991	3,074.18

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts