Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:27.06% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 14.21 | |
| 0.0041 | 4.95 | |
| 0.9604 | 733.13 | |
| 0.0490 | 18.22 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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