V-Lab: Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, August 1st, 2025:11.02 (-0.28)

Analysis last updated: Thursday, July 31, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0513	30.06
$β$	0.9443	959.68
$γ$	-0.0513	-9.04
$λ_{1}$	0.0025	97.62
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9991	2,947.21

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts