V-Lab: Caterpillar Inc Spline-GARCH Volatility Analysis

V-Lab

Caterpillar Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:46.56% (-0.95%)

Analysis last updated: Wednesday, April 23, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8807	7.64
$α$	0.0444	6.44
$β$	0.9335	98.11
$γ_{1}$	-0.0044	-2.69
$γ_{2}$	0.0096	3.29

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts