Caterpillar Inc EGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
35.07%
decreased by 0.96%
1 Week
35.11%
decreased by 0.92%
1 Month
35.29%
decreased by 0.74%
Analysis last updated: Friday, April 10, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 8.81 | |
| 0.0765 | 25.14 | |
| 0.9855 | 921.00 | |
| -0.0450 | -17.17 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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