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

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V-Lab

Caterpillar Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:26.51% (+0.41%)

Analysis last updated: Friday, December 20, 2024 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9340	4.45
$α$	0.0470	23.27
$β$	0.9902	421.56
$ν$	5	6.82

Estimation Period:
Jan 2, 1990 to Dec 20, 2024