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

V-Lab

Caterpillar Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:24.86% (-0.92%)

Analysis last updated: Monday, July 14, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9459	4.51
$α$	0.0475	23.28
$β$	0.9898	409.19
$ν$	5.1110	6.83

Estimation Period:
Jan 2, 1990 to Jul 11, 2025