V-Lab: Caterpillar Inc Spline-GARCH Volatility Analysis

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V-Lab

Caterpillar Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 29th, 2025:30.56% (-0.52%)

Analysis last updated: Tuesday, October 28, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8929	7.92
$α$	0.0457	6.56
$β$	0.9310	96.29
$γ_{1}$	-0.0039	-2.57
$γ_{2}$	0.0084	3.14

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts