Caterpillar Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
41.10%
decreased by 1.01%
1 Week
40.94%
decreased by 1.17%
1 Month
40.35%
decreased by 1.76%
Analysis last updated: Monday, June 8, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0239 | 4.46 | |
| 0.0462 | 23.89 | |
| 0.9905 | 435.75 | |
| 5.0891 | 7.05 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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