Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
33.30%
decreased by 0.45%
1 Week
33.30%
decreased by 0.45%
1 Month
33.30%
decreased by 0.45%
Analysis last updated: Friday, May 22, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 14.45 | |
| 0.0062 | 7.42 | |
| 0.9597 | 733.16 | |
| 0.0470 | 17.21 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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