Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
31.51%
decreased by 0.44%
1 Week
31.55%
decreased by 0.40%
1 Month
31.68%
decreased by 0.27%
Analysis last updated: Wednesday, April 22, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 14.45 | |
| 0.0054 | 6.52 | |
| 0.9595 | 727.45 | |
| 0.0483 | 17.66 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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