Caterpillar Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
45.75%
decreased by 1.12%
1 Week
45.53%
decreased by 1.34%
1 Month
44.70%
decreased by 2.17%
Analysis last updated: Friday, June 12, 2026 at 11:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0415 | 4.45 | |
| 0.0462 | 24.05 | |
| 0.9906 | 439.46 | |
| 5.0849 | 7.12 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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