V-Lab: Caterpillar Inc EGARCH Volatility Analysis

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V-Lab

Caterpillar Inc EGARCH Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:26.39% (+0.39%)

Analysis last updated: Thursday, September 19, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0221	7.72
$α$	0.0710	24.72
$β$	0.9867	933.47
$γ$	-0.0456	-18.17

Estimation Period:
Jan 2, 1990 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts