V-Lab: Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, July 11th, 2025:13.10 (-0.08)

Analysis last updated: Thursday, July 10, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0512	29.75
$β$	0.9444	958.79
$γ$	-0.0512	-8.94
$λ_{1}$	0.0026	92.32
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9991	2,887.58

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts