V-Lab: Caterpillar Inc GAS-GARCH Student T Volatility Analysis

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Caterpillar Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, December 18th, 2025:35.11% (+3.27%)

Analysis last updated: Wednesday, December 17, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9617	4.48
$α$	0.0470	23.27
$β$	0.9899	412.12
$ν$	5.0893	6.86

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