Caterpillar Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:34.24% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0540 | 17.38 | |
| 0.0377 | 27.94 | |
| 0.9488 | 531.52 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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