V-Lab
Caterpillar Inc GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:25.24% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 17.22 | |
| 0.0378 | 27.91 | |
| 0.9488 | 531.55 |
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Jan 2, 1990 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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