Caterpillar Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:32.11% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 17.37 | |
| 0.0376 | 27.90 | |
| 0.9489 | 532.51 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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