Caterpillar Inc MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
35.36%
decreased by 0.48%
1 Week
35.50%
decreased by 0.34%
1 Month
36.04%
increased by 0.20%
Analysis last updated: Thursday, May 21, 2026 at 02:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0013 | 1.37 | |
| 0.9486 | 465.91 | |
| 0.0578 | 23.00 | |
| 0.0104 | 4.54 | |
| 0.0098 | 6.20 | |
| 0.9878 | 479.98 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other Caterpillar Inc Analyses
Other MF2-GARCH Analyses on Equities