V-Lab: Caterpillar Inc MF2-GARCH Volatility Analysis

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Caterpillar Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 17th, 2025:31.24% (-0.42%)

Analysis last updated: Tuesday, December 16, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.0010	0.95
$β$	0.9490	449.33
$γ$	0.0581	22.25
$λ_{1}$	0.0087	4.05
$λ_{2}$	0.0078	4.76
$λ_{3}$	0.9901	469.71

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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