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	param	t-stat
$ω$	0.9231	6.01
$α$	0.0504	6.32
$β$	0.9058	59.73
$γ_{1}$	0.0179	0.64
$γ_{2}$	-0.0190	-0.45
$γ_{3}$	-0.0323	-1.01
$γ_{4}$	0.0792	2.42
$γ_{5}$	-0.0997	-3.54
$γ_{6}$	0.1089	4.43
$γ_{7}$	-0.0788	-3.34
$γ_{8}$	0.0245	1.35

V-Lab

Caterpillar Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:32.72% (-0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caterpillar Inc Analyses