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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8821	5.36***
α ARCH Response to squared shocks	0.0430	6.66***
β GARCH Volatility persistence	0.9355	102.47***

γ₁	-0.0034	-0.46
γ₂	-0.0022	-0.22
γ₃	0.0150	2.63***
γ₄	-0.0138	-3.41***

V-Lab

Caterpillar Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Caterpillar Inc Analyses