V-Lab: Caterpillar Inc Spline ILLIQ Liquidity Analysis

V-Lab

Caterpillar Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 14th, 2025:12.31 (-0.29)

Analysis last updated: Friday, July 11, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0547	6.85
$α$	0.0543	14.28
$β$	0.9449	248.84
$γ_{1}$	-0.0012	-0.79

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts