Skip to main content
V-Lab
V-Lab
Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:28.88% (-0.35%)
Analysis last updated: Tuesday, November 25, 2025 at 10:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caterpillar Inc GJR-GARCH
paramt-stat
ω0.047214.29
α0.00465.51
β0.9601729.53
γ0.048717.93
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts