V-Lab: Caterpillar Inc Spline ILLIQ Liquidity Analysis

V-Lab

Caterpillar Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, May 29th, 2025:15.17 (-0.37)

Analysis last updated: Wednesday, May 28, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0946	7.24
$α$	0.0552	13.29
$β$	0.9389	209.91
$γ_{1}$	-0.0270	-7.85
$γ_{2}$	0.0398	7.45
$γ_{3}$	-0.0162	-2.97

Estimation Period:
Jan 2, 1990 to May 23, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts