V-Lab: Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, April 16th, 2025:19.29 (-0.22)

Analysis last updated: Tuesday, April 15, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0513	28.31
$β$	0.9443	950.01
$γ$	-0.0513	-8.65
$λ_{1}$	0.0027	78.43
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9991	2,657.16

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts