Caterpillar Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
38.06%
decreased by 0.41%
1 Week
37.95%
decreased by 0.52%
1 Month
37.53%
decreased by 0.94%
Analysis last updated: Friday, May 22, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0088 | 4.46 | |
| 0.0463 | 23.72 | |
| 0.9903 | 430.40 | |
| 5.0833 | 7.01 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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