Caterpillar Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:33.54% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9698 | 4.48 | |
| 0.0467 | 23.36 | |
| 0.9900 | 416.50 | |
| 5.0905 | 6.88 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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