Caterpillar Inc MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
34.54%
decreased by 0.44%
1 Week
34.71%
decreased by 0.27%
1 Month
35.36%
increased by 0.38%
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 | |
|---|---|---|
| 126 | ||
| 0.0012 | 1.29 | |
| 0.9488 | 468.76 | |
| 0.0577 | 23.02 | |
| 0.0103 | 4.55 | |
| 0.0097 | 6.18 | |
| 0.9879 | 484.04 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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