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	param	t-stat
$ω$	0.9247	5.99
$α$	0.0501	6.33
$β$	0.9068	60.43
$γ_{1}$	0.0184	0.66
$γ_{2}$	-0.0201	-0.48
$γ_{3}$	-0.0307	-0.96
$γ_{4}$	0.0773	2.35
$γ_{5}$	-0.0976	-3.44
$γ_{6}$	0.1074	4.35
$γ_{7}$	-0.0782	-3.30
$γ_{8}$	0.0245	1.34

V-Lab

Caterpillar Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 28th, 2026:32.00% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caterpillar Inc Analyses