V-Lab: Caterpillar Inc MF2-GARCH Volatility Analysis

V-Lab

Caterpillar Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:31.07% (-0.16%)

Analysis last updated: Saturday, May 31, 2025 at 03:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.0000	0.01
$β$	0.9533	503.58
$γ$	0.0564	22.53
$λ_{1}$	0.0081	4.24
$λ_{2}$	0.0073	4.83
$λ_{3}$	0.9908	512.56

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts