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, November 3rd, 2025:45.16% (-1.62%)

Analysis last updated: Friday, October 31, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9210	6.00
$α$	0.0508	6.29
$β$	0.9049	58.84
$γ_{1}$	0.0168	0.60
$γ_{2}$	-0.0164	-0.38
$γ_{3}$	-0.0359	-1.11
$γ_{4}$	0.0836	2.55
$γ_{5}$	-0.1039	-3.70
$γ_{6}$	0.1114	4.55
$γ_{7}$	-0.0786	-3.31
$γ_{8}$	0.0231	1.26

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts