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 Friday, November 28th, 2025:31.63% (-0.53%)

Analysis last updated: Thursday, November 27, 2025 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9206	6.04
$α$	0.0511	6.32
$β$	0.9038	58.30
$γ_{1}$	0.0171	0.61
$γ_{2}$	-0.0172	-0.41
$γ_{3}$	-0.0346	-1.08
$γ_{4}$	0.0821	2.52
$γ_{5}$	-0.1027	-3.67
$γ_{6}$	0.1110	4.55
$γ_{7}$	-0.0795	-3.37
$γ_{8}$	0.0246	1.35

Estimation Period:
Jan 2, 1990 to Nov 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts