Caterpillar Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:31.64% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9537 | 4.47 | |
| 0.0468 | 23.22 | |
| 0.9899 | 411.79 | |
| 5.0769 | 6.86 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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