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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8828	5.37***
α ARCH Response to squared shocks	0.0434	6.69***
β GARCH Volatility persistence	0.9348	101.50***

γ₁	-0.0034	-0.46
γ₂	-0.0023	-0.23
γ₃	0.0151	2.64***
γ₄	-0.0138	-3.40***

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Caterpillar Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Caterpillar Inc Analyses