V-Lab
V-Lab
Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:38.23% (-0.56%)
Analysis last updated: Thursday, May 8, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caterpillar Inc GJR-GARCH
paramt-stat
ω0.041713.54
α0.00273.57
β0.9635800.28
γ0.048219.13
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts