Caterpillar Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
57.81%
decreased by 2.35%
1 Week
57.44%
decreased by 2.72%
1 Month
56.02%
decreased by 4.14%
Analysis last updated: Monday, July 6, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0983 | 4.46 | |
| 0.0469 | 24.53 | |
| 0.9907 | 447.87 | |
| 5.0957 | 7.28 |
Estimation Period:
Jan 2, 1990 to Jul 2, 2026
Jan 2, 1990 to Jul 2, 2026
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