V-Lab: Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:17.68 (-0.78)

Analysis last updated: Monday, May 5, 2025 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0512	28.52
$β$	0.9444	954.93
$γ$	-0.0512	-8.67
$λ_{1}$	0.0027	77.97
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9991	2,678.54

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts