Caterpillar Inc MEM Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:29.90% (+5.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1122 | 11.85 | |
| 0.1633 | 43.59 | |
| 0.8093 | 326.47 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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