V-Lab: Caterpillar Inc Zero Slope Spline-GARCH Volatility Analysis

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Caterpillar Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:28.09% (+0.21%)

Analysis last updated: Friday, October 10, 2025 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9186	6.09
$α$	0.0522	6.30
$β$	0.9009	56.51
$γ_{1}$	0.0160	0.58
$γ_{2}$	-0.0148	-0.35
$γ_{3}$	-0.0378	-1.18
$γ_{4}$	0.0862	2.66
$γ_{5}$	-0.1073	-3.89
$γ_{6}$	0.1154	4.80
$γ_{7}$	-0.0841	-3.65
$γ_{8}$	0.0288	1.64

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts