V-Lab: Caterpillar Inc MF2-GARCH Volatility Analysis

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Caterpillar Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:28.42% (-0.33%)

Analysis last updated: Thursday, November 27, 2025 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.0007	0.68
$β$	0.9493	453.54
$γ$	0.0583	22.41
$λ_{1}$	0.0086	4.05
$λ_{2}$	0.0077	4.77
$λ_{3}$	0.9903	475.86

Estimation Period:
Jan 2, 1990 to Nov 26, 2025

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