V-Lab: Caterpillar Inc AGARCH Volatility Analysis

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V-Lab

Caterpillar Inc AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.02% (-0.15%)

Analysis last updated: Friday, April 19, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0355	9.70
$α$	0.0416	33.39
$β$	0.9405	549.38
$γ$	0.9651	24.31

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts