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	param	t-stat
$ω$	0.9260	5.96
$α$	0.0503	6.36
$β$	0.9071	60.99
$γ_{1}$	0.0186	0.67
$γ_{2}$	-0.0207	-0.49
$γ_{3}$	-0.0298	-0.92
$γ_{4}$	0.0759	2.29
$γ_{5}$	-0.0960	-3.36
$γ_{6}$	0.1057	4.25
$γ_{7}$	-0.0765	-3.22
$γ_{8}$	0.0230	1.26

V-Lab

Caterpillar Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:41.62% (+6.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caterpillar Inc Analyses