Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
35.13%
increased by 0.14%
1 Week
35.09%
increased by 0.10%
1 Month
34.92%
decreased by 0.07%
Analysis last updated: Tuesday, March 31, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 14.44 | |
| 0.0053 | 6.36 | |
| 0.9598 | 728.74 | |
| 0.0480 | 17.64 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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