Caterpillar Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.52% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0013 | 1.28 | |
| 0.9488 | 447.32 | |
| 0.0579 | 22.10 | |
| 0.0089 | 4.08 | |
| 0.0082 | 4.77 | |
| 0.9897 | 450.69 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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