V-Lab: Caterpillar Inc Spline ILLIQ Liquidity Analysis

V-Lab

Caterpillar Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:9.83 (-0.54)

Analysis last updated: Friday, September 12, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0519	6.82
$α$	0.0544	14.34
$β$	0.9448	249.62
$γ_{1}$	-0.0014	-0.93

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts