Caterpillar Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:33.55% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 12.12 | |
| 0.0426 | 33.71 | |
| 0.9373 | 523.33 | |
| 0.9222 | 22.91 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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