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

V-Lab

Caterpillar Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:25.76% (+1.40%)

Analysis last updated: Wednesday, September 17, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9287	4.51
$α$	0.0471	23.32
$β$	0.9899	413.15
$ν$	5.1155	6.82

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