V-Lab: Caterpillar Inc AGARCH Volatility Analysis

V-Lab

Caterpillar Inc AGARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:24.55% (-0.55%)

Analysis last updated: Monday, September 15, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0403	10.72
$α$	0.0417	34.23
$β$	0.9386	546.03
$γ$	0.9864	25.08

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts