V-Lab: Caterpillar Inc MF2-GARCH Volatility Analysis

V-Lab

Caterpillar Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:25.32% (-0.24%)

Analysis last updated: Wednesday, August 27, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.0000	0.01
$β$	0.9515	492.49
$γ$	0.0579	22.85
$λ_{1}$	0.0084	4.21
$λ_{2}$	0.0075	4.86
$λ_{3}$	0.9904	497.46

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

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Volatility Forecasts

Volatility Forecasts