Caterpillar Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:29.45% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9493 | 4.49 | |
| 0.0471 | 23.23 | |
| 0.9899 | 409.71 | |
| 5.0864 | 6.84 |
Estimation Period:
Jan 2, 1990 to Nov 26, 2025
Jan 2, 1990 to Nov 26, 2025
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