V-Lab: Caterpillar Inc MF2-GARCH Volatility Analysis

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Caterpillar Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:29.13% (-0.36%)

Analysis last updated: Thursday, November 6, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.0000	0.01
$β$	0.9499	460.44
$γ$	0.0588	22.72
$λ_{1}$	0.0086	4.01
$λ_{2}$	0.0077	4.73
$λ_{3}$	0.9902	471.09

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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