Caterpillar Inc GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
38.70%
decreased by 0.62%
1 Week
38.55%
decreased by 0.77%
1 Month
37.98%
decreased by 1.34%
Analysis last updated: Monday, June 8, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 16.98 | |
| 0.0364 | 28.09 | |
| 0.9512 | 559.21 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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