Caterpillar Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.59% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0534 | 17.33 | |
| 0.0376 | 27.98 | |
| 0.9491 | 535.90 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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