Caterpillar Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.94% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9265 | 5.96 | |
| 0.0500 | 6.36 | |
| 0.9076 | 61.31 | |
| 0.0189 | 0.68 | |
| -0.0213 | -0.50 | |
| -0.0291 | -0.90 | |
| 0.0750 | 2.27 | |
| -0.0951 | -3.33 | |
| 0.1052 | 4.23 | |
| -0.0767 | -3.23 | |
| 0.0234 | 1.29 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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