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

V-Lab

Caterpillar Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:23.98% (-0.85%)

Analysis last updated: Friday, June 20, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9486	4.50
$α$	0.0477	23.27
$β$	0.9898	406.65
$ν$	5.0991	6.85

Estimation Period:
Jan 2, 1990 to Jun 20, 2025