V-Lab: Caterpillar Inc AGARCH Volatility Analysis

V-Lab

Caterpillar Inc AGARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:22.11% (-0.47%)

Analysis last updated: Thursday, July 10, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0409	10.73
$α$	0.0419	33.99
$β$	0.9384	539.91
$γ$	0.9802	24.66

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts