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, November 6th, 2025:36.88% (+2.57%)

Analysis last updated: Wednesday, November 5, 2025 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9569	4.47
$α$	0.0471	23.17
$β$	0.9899	409.55
$ν$	5.0853	6.85

Estimation Period:
Jan 2, 1990 to Oct 31, 2025