Caterpillar Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:37.72% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 8.84 | |
| 0.0766 | 25.03 | |
| 0.9854 | 920.11 | |
| -0.0448 | -17.09 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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