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 Thursday, December 18th, 2025:35.91% (+3.33%)

Analysis last updated: Wednesday, December 17, 2025 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9214	6.03
$α$	0.0510	6.33
$β$	0.9042	58.82
$γ_{1}$	0.0173	0.62
$γ_{2}$	-0.0178	-0.42
$γ_{3}$	-0.0338	-1.05
$γ_{4}$	0.0811	2.48
$γ_{5}$	-0.1016	-3.62
$γ_{6}$	0.1101	4.51
$γ_{7}$	-0.0790	-3.36
$γ_{8}$	0.0243	1.34

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

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Volatility Forecasts