V-Lab: Caterpillar Inc Spline ILLIQ Liquidity Analysis

V-Lab

Caterpillar Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:17.56 (-0.85)

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
$ω$	1.1197	6.64
$α$	0.0564	0.35
$β$	0.9436	5.89
$γ_{1}$	-0.0012	-0.09

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts