V-Lab: Caterpillar Inc GJR-GARCH Volatility Analysis

V-Lab

Caterpillar Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:23.17% (-0.08%)

Analysis last updated: Tuesday, July 29, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0441	13.81
$α$	0.0030	3.79
$β$	0.9620	780.19
$γ$	0.0494	18.93

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts