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	param	t-stat
$ω$	0.9273	5.94
$α$	0.0499	6.37
$β$	0.9082	61.78
$γ_{1}$	0.0191	0.69
$γ_{2}$	-0.0218	-0.52
$γ_{3}$	-0.0283	-0.88
$γ_{4}$	0.0740	2.23
$γ_{5}$	-0.0940	-3.28
$γ_{6}$	0.1043	4.18
$γ_{7}$	-0.0762	-3.20
$γ_{8}$	0.0232	1.28

V-Lab

Caterpillar Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:35.27% (-0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caterpillar Inc Analyses