See other post....Malacosoma disstria.

Since your daughter wants a caterpillar experience, you can try keeping it with some fresh, green oak, maple, or other deciduous tree leaves.

FTCs tend to roam around more than other tent caterpillars, feeding as they go. Be sure to keep a very fresh supply of leaves in with it. They will also pupate in the leaves, making a webby cocoon.

I haven't seen that cat since I was a kid. Yep, tent worms we used to call them.