Caterpillar Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.82% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 12.19 | |
| 0.0428 | 33.64 | |
| 0.9372 | 522.11 | |
| 0.9174 | 22.73 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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