V-Lab: Caterpillar Inc Spline-GARCH Volatility Analysis

V-Lab

Caterpillar Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:28.61% (-0.33%)

Analysis last updated: Tuesday, July 1, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8829	7.89
$α$	0.0466	6.58
$β$	0.9292	93.60
$γ_{1}$	-0.0042	-2.70
$γ_{2}$	0.0090	3.25

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts