V-Lab
V-Lab
Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:46.44% (-0.58%)
Analysis last updated: Wednesday, April 16, 2025 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caterpillar Inc GJR-GARCH
paramt-stat
ω0.042013.55
α0.00293.70
β0.9632790.77
γ0.048619.04
Estimation Period:
Jan 2, 1990 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts