Caterpillar Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.05% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 12.16 | |
| 0.0427 | 33.66 | |
| 0.9372 | 522.73 | |
| 0.9201 | 22.84 |
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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