V-Lab: Caterpillar Inc Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Caterpillar Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, November 13th, 2024:15.44 (-0.12)

Analysis last updated: Tuesday, November 12, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0507	6.76
$α$	0.0548	14.22
$β$	0.9444	245.55
$γ_{1}$	-0.0012	-0.76

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts