Caterpillar Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.85% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 12.23 | |
| 0.0428 | 33.65 | |
| 0.9372 | 521.80 | |
| 0.9150 | 22.70 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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