V-Lab: Caterpillar Inc Spline ILLIQ Liquidity Analysis

V-Lab

Caterpillar Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 26th, 2025:10.48 (-0.01)

Analysis last updated: Monday, August 25, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0698	7.00
$α$	0.0546	14.17
$β$	0.9437	241.00
$γ_{1}$	-0.0085	-2.52
$γ_{2}$	0.0149	2.25

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts