Caterpillar Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
34.62%
decreased by 1.36%
1 Week
34.56%
decreased by 1.42%
1 Month
34.36%
decreased by 1.62%
Analysis last updated: Monday, April 27, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9920 | 4.47 | |
| 0.0465 | 23.54 | |
| 0.9902 | 422.80 | |
| 5.0918 | 6.92 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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