Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:27.39% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0471 | 14.26 | |
| 0.0045 | 5.36 | |
| 0.9602 | 732.99 | |
| 0.0487 | 18.01 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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