Caterpillar Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:26.84% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 8.47 | |
| 0.0747 | 24.57 | |
| 0.9856 | 909.18 | |
| -0.0457 | -17.54 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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