V-Lab: Caterpillar Inc MF2-GARCH Volatility Analysis

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Caterpillar Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:23.81% (-0.20%)

Analysis last updated: Thursday, October 16, 2025 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.0000	0.01
$β$	0.9517	495.43
$γ$	0.0577	22.87
$λ_{1}$	0.0084	4.21
$λ_{2}$	0.0074	4.85
$λ_{3}$	0.9905	500.76

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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