V-Lab: Caterpillar Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Caterpillar Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:26.08% (+3.60%)

Analysis last updated: Thursday, April 25, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9353	4.51
$α$	0.0471	23.90
$β$	0.9906	441.03
$ν$	5	6.93

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