Caterpillar Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.62% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0038 | 4.48 | |
| 0.0470 | 23.61 | |
| 0.9901 | 420.61 | |
| 5.0905 | 6.96 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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