V-Lab: Caterpillar Inc Spline ILLIQ Liquidity Analysis

V-Lab

Caterpillar Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, August 6th, 2025:9.78 (-0.51)

Analysis last updated: Tuesday, August 5, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0527	6.81
$α$	0.0545	14.32
$β$	0.9447	248.80
$γ_{1}$	-0.0014	-0.90

Estimation Period:
Jan 2, 1990 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts