Caterpillar Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:34.68% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9774 | 4.48 | |
| 0.0468 | 23.39 | |
| 0.9900 | 416.32 | |
| 5.0888 | 6.88 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
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