V-Lab
Caterpillar Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:28.42% (-0.31%)
Analysis last updated: Friday, December 20, 2024 at 11:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 13.55 | |
| 0.0033 | 4.26 | |
| 0.9634 | 790.94 | |
| 0.0474 | 18.71 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
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