Caterpillar Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
60.16%
decreased by 0.35%
1 Week
59.76%
decreased by 0.75%
1 Month
58.24%
decreased by 2.27%
Analysis last updated: Thursday, July 2, 2026 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0983 | 4.46 | |
| 0.0469 | 24.53 | |
| 0.9907 | 447.87 | |
| 5.0957 | 7.28 |
Estimation Period:
Jan 2, 1990 to Jul 2, 2026
Jan 2, 1990 to Jul 2, 2026
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