Caterpillar Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:36.46% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0011 | 1.13 | |
| 0.9488 | 447.95 | |
| 0.0581 | 22.19 | |
| 0.0089 | 4.07 | |
| 0.0082 | 4.77 | |
| 0.9897 | 448.01 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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