Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
50.36%
increased by 0.18%
1 Week
50.07%
decreased by 0.11%
1 Month
48.96%
decreased by 1.22%
Analysis last updated: Thursday, July 2, 2026 at 10:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 14.64 | |
| 0.0076 | 8.79 | |
| 0.9584 | 716.26 | |
| 0.0469 | 16.71 |
Estimation Period:
Jan 2, 1990 to Jul 2, 2026
Jan 2, 1990 to Jul 2, 2026
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