Caterpillar Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.07% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 8.82 | |
| 0.0764 | 24.97 | |
| 0.9855 | 920.99 | |
| -0.0448 | -17.07 |
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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