V-Lab: Caterpillar Inc MF2-GARCH Volatility Analysis

V-Lab

Caterpillar Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:37.24% (-0.63%)

Analysis last updated: Thursday, May 8, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.0000	0.01
$β$	0.9541	515.17
$γ$	0.0559	22.60
$λ_{1}$	0.0080	4.27
$λ_{2}$	0.0071	4.84
$λ_{3}$	0.9910	526.28

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts