Caterpillar Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:27.79% (+0.69%)
Parameter Estimates
param | t-stat | |
---|---|---|
3.9312 | 4.52 | |
0.0470 | 23.26 | |
0.9899 | 413.67 | |
5.1245 | 6.79 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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