V-Lab: Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Caterpillar Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:13.92 (0.04)

Analysis last updated: Friday, April 26, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0510	27.42
$β$	0.9445	940.77
$γ$	-0.0510	-8.61
$λ_{1}$	0.0028	74.73
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9991	2561.76

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts