Caterpillar Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.75% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 8.88 | |
| 0.0768 | 24.97 | |
| 0.9854 | 921.83 | |
| -0.0447 | -16.98 |
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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