Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:24.08% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 13.83 | |
| 0.0029 | 3.68 | |
| 0.9621 | 784.07 | |
| 0.0494 | 18.98 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Caterpillar Inc Analyses
Other GJR-GARCH Analyses on Equities