V-Lab: Caterpillar Inc Spline-GARCH Volatility Analysis

V-Lab

Caterpillar Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:30.71% (+2.04%)

Analysis last updated: Thursday, September 18, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8913	7.91
$α$	0.0460	6.57
$β$	0.9305	95.50
$γ_{1}$	-0.0039	-2.58
$γ_{2}$	0.0085	3.12

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts