V-Lab: Caterpillar Inc MF2-GARCH Volatility Analysis

V-Lab

Caterpillar Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:25.57% (-0.23%)

Analysis last updated: Monday, June 30, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.0000	0.01
$β$	0.9520	493.02
$γ$	0.0573	22.62
$λ_{1}$	0.0083	4.20
$λ_{2}$	0.0075	4.83
$λ_{3}$	0.9905	497.73

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts