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 Wednesday, September 18th, 2024:26.32% (+0.53%)

Analysis last updated: Tuesday, September 17, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.9377	4.49
$α$	0.0475	23.46
$β$	0.9902	424.81
$ν$	5	6.83

Estimation Period:
Jan 2, 1990 to Sep 13, 2024