Caterpillar Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:26.37% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 11.35 | |
| 0.0421 | 34.06 | |
| 0.9379 | 536.89 | |
| 0.9685 | 24.68 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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